+310.8%
TMUS vs TEVA
+25.0%
+285.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.4% |
| 7D | -5.3% | -1.7% | -3.6% | -5.0% |
| 30D | +0.1% | +2.0% | -1.9% | -0.3% |
| 3M | -0.6% | +7.0% | -7.6% | -2.2% |
| 6M | -17.5% | +17.0% | -34.5% | -20.4% |
| YTD | -11.3% | +18.1% | -29.3% | -14.6% |
| 1Y | -25.4% | +87.2% | -112.6% | -34.5% |
| 3Y | +35.5% | +283.1% | -247.5% | -2.0% |
| 5Y | +41.9% | +298.4% | -256.5% | -2.3% |
| 10Y | +317.8% | -23.4% | +341.3% | +318.6% |
| All | +310.8% | +25.0% | +285.8% | +187.8% |
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 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