-48.9%
TOST vs TEVA
+314.0%
-362.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.1% |
| 7D | -5.9% | -0.7% | -5.1% | -5.6% |
| 30D | -8.4% | -0.4% | -8.1% | -8.4% |
| 3M | +31.4% | +8.2% | +23.2% | +27.3% |
| 6M | +10.5% | +15.3% | -4.8% | +4.1% |
| YTD | -10.1% | +16.5% | -26.5% | -15.9% |
| 1Y | -19.9% | +85.7% | -105.7% | -37.0% |
| 3Y | +53.3% | +277.9% | -224.6% | -18.9% |
| All | -48.9% | +314.0% | -362.9% | -74.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling