-21.2%
TMUS vs TEVA
+106.6%
-127.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.1% |
| 7D | +7.5% | +4.7% | +2.8% | +7.8% |
| 30D | -3.3% | +5.5% | -8.8% | -2.9% |
| 3M | -9.7% | +21.6% | -31.2% | -8.9% |
| 6M | -17.2% | +18.4% | -35.6% | -16.1% |
| YTD | -20.3% | +34.1% | -54.4% | -19.4% |
| 1Y | -21.2% | +104.5% | -125.8% | -19.3% |
| All | -21.2% | +106.6% | -127.8% | -19.3% |
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