-48.6%
TOST vs TEVA
+322.4%
-371.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.5% | -0.1% |
| 7D | -5.4% | +2.0% | -7.4% | -6.0% |
| 30D | -5.7% | +1.0% | -6.6% | -6.1% |
| 3M | +30.1% | +7.3% | +22.8% | +26.4% |
| 6M | +11.9% | +21.7% | -9.8% | +3.5% |
| YTD | -9.5% | +18.8% | -28.4% | -16.0% |
| 1Y | -21.3% | +86.5% | -107.7% | -38.1% |
| 3Y | +50.7% | +269.4% | -218.8% | -19.1% |
| All | -48.6% | +322.4% | -371.1% | -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 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