+52.2%
TOST vs TEVA
+278.3%
-226.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.8% | -2.6% |
| 7D | -4.7% | -1.7% | -3.0% | -4.3% |
| 30D | -9.1% | +2.0% | -11.0% | -9.5% |
| 3M | +29.8% | +7.0% | +22.8% | +27.7% |
| 6M | +10.0% | +17.0% | -6.9% | +5.8% |
| YTD | -8.6% | +18.1% | -26.7% | -12.5% |
| 1Y | -20.7% | +87.2% | -107.9% | -31.3% |
| All | +52.2% | +278.3% | -226.1% | -0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling