+129.9%
TLT vs TEVA
+199.0%
-69.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -0.3% | -1.7% | +1.4% | -0.4% |
| 30D | 0.0% | +2.0% | -2.0% | +0.1% |
| 3M | -2.9% | +7.0% | -9.8% | -2.4% |
| 6M | -6.3% | +17.0% | -23.2% | -5.3% |
| YTD | -3.3% | +18.1% | -21.4% | -2.3% |
| 1Y | -4.2% | +87.2% | -91.5% | -0.4% |
| 3Y | -1.7% | +283.1% | -284.7% | +7.9% |
| 5Y | -34.9% | +298.4% | -333.3% | -27.4% |
| 10Y | -19.8% | -23.4% | +3.6% | -17.5% |
| All | +129.9% | +199.0% | -69.1% | +188.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TEVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling