+142.7%
TOST vs TEVA
+407.6%
-264.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.9% |
| 7D | -4.7% | +4.5% | -9.1% | -5.5% |
| 30D | +8.5% | +5.8% | +2.7% | +7.1% |
| 3M | -1.6% | +18.8% | -20.4% | -5.3% |
| 6M | +44.1% | +21.9% | +22.2% | +37.6% |
| YTD | -5.6% | +39.9% | -45.5% | -12.9% |
| 1Y | -12.6% | +69.0% | -81.6% | -22.5% |
| All | +142.7% | +407.6% | -264.8% | +63.8% |
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