-44.5%
TOST vs TEVA
+406.8%
-451.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.5% | +2.8% |
| 7D | 0.0% | +4.4% | -4.4% | -1.4% |
| 30D | +16.2% | +9.3% | +6.9% | +12.6% |
| 3M | -1.5% | +21.9% | -23.4% | -8.2% |
| 6M | +55.3% | +22.8% | +32.5% | +43.8% |
| YTD | -2.3% | +42.6% | -44.9% | -14.9% |
| 1Y | -5.5% | +74.2% | -79.8% | -23.4% |
| 3Y | +151.1% | +404.5% | -253.4% | +19.7% |
| 5Y | -27.9% | +367.9% | -395.9% | -67.5% |
| All | -44.5% | +406.8% | -451.4% | -74.2% |
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