+1,213.1%
TNA vs TEVA
+6.9%
+1,206.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -1.0% | -0.3% |
| 7D | -7.3% | +2.0% | -9.3% | -8.6% |
| 30D | -14.2% | +1.0% | -15.1% | -14.8% |
| 3M | -4.6% | +7.3% | -11.9% | -10.7% |
| 6M | +36.9% | +21.7% | +15.2% | +16.7% |
| YTD | +42.5% | +18.8% | +23.7% | +23.4% |
| 1Y | +45.8% | +86.5% | -40.7% | -10.0% |
| 3Y | +104.7% | +269.4% | -164.8% | -31.8% |
| 5Y | -21.7% | +303.6% | -325.3% | -76.5% |
| 10Y | +83.8% | -22.9% | +106.8% | +87.4% |
| All | +1,213.1% | +6.9% | +1,206.3% | +371.4% |
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