+316.3%
TPR vs TEVA
-22.9%
+339.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.0% | +0.2% | +1.7% |
| 7D | -3.0% | +2.0% | -5.0% | -3.5% |
| 30D | -22.6% | +1.0% | -23.6% | -22.9% |
| 3M | -18.2% | +7.3% | -25.5% | -20.0% |
| 6M | -18.0% | +21.7% | -39.7% | -22.6% |
| YTD | -6.4% | +18.8% | -25.2% | -11.2% |
| 1Y | +12.3% | +86.5% | -74.2% | -5.9% |
| 3Y | +298.7% | +269.4% | +29.2% | +164.7% |
| 5Y | +232.5% | +303.6% | -71.1% | +107.5% |
| All | +316.3% | -22.9% | +339.2% | +170.2% |
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