-5.5%
TOST vs TEVA
+71.2%
-76.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.5% | +3.1% |
| 7D | 0.0% | +4.4% | -4.4% | -0.8% |
| 30D | +16.2% | +9.3% | +6.9% | +14.1% |
| 3M | -1.5% | +21.9% | -23.4% | -5.6% |
| 6M | +55.3% | +22.8% | +32.5% | +48.3% |
| YTD | -2.3% | +42.6% | -44.9% | -14.2% |
| 1Y | -5.5% | +74.2% | -79.8% | -26.6% |
| All | -5.5% | +71.2% | -76.7% | -26.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling