+19.7%
TMO vs TEVA
+81.2%
-61.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -4.0% | -4.1% |
| 7D | -4.5% | +0.7% | -5.3% | -4.7% |
| 30D | +3.1% | +6.8% | -3.7% | +1.5% |
| 3M | +17.2% | +20.3% | -3.1% | +12.2% |
| 6M | +45.3% | +16.5% | +28.8% | +39.1% |
| YTD | +17.1% | +33.9% | -16.7% | +7.7% |
| 1Y | +19.7% | +69.8% | -50.2% | +6.6% |
| All | +19.7% | +81.2% | -61.5% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling