-23.0%
TNA vs TEVA
+300.5%
-323.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -1.0% | -0.1% |
| 7D | -7.3% | +2.0% | -9.3% | -8.3% |
| 30D | -14.2% | +1.0% | -15.1% | -14.6% |
| 3M | -4.6% | +7.3% | -11.9% | -9.4% |
| 6M | +36.9% | +21.7% | +15.2% | +20.3% |
| YTD | +42.5% | +18.8% | +23.7% | +27.0% |
| 1Y | +45.8% | +86.5% | -40.7% | -1.3% |
| 3Y | +104.7% | +269.4% | -164.8% | -21.2% |
| All | -23.0% | +300.5% | -323.6% | -74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling