+317.5%
TMUS vs TEVA
-22.9%
+340.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.9% | +2.7% |
| 7D | +0.4% | +2.0% | -1.6% | +0.3% |
| 30D | +3.5% | +1.0% | +2.6% | +3.4% |
| 3M | -1.3% | +7.3% | -8.6% | -2.2% |
| 6M | -13.6% | +21.7% | -35.3% | -15.6% |
| YTD | -8.8% | +18.8% | -27.6% | -10.7% |
| 1Y | -22.9% | +86.5% | -109.3% | -28.2% |
| 3Y | +36.7% | +269.4% | -232.7% | +14.1% |
| 5Y | +46.6% | +303.6% | -257.0% | +18.1% |
| All | +317.5% | -22.9% | +340.4% | +274.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling