+7,424.6%
TPR vs TEVA
+167.7%
+7,256.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.1% | -4.8% | -4.1% |
| 7D | -3.4% | +1.6% | -4.9% | -3.9% |
| 30D | -27.3% | +4.0% | -31.3% | -28.2% |
| 3M | -16.2% | +10.5% | -26.8% | -19.1% |
| 6M | -17.9% | +18.4% | -36.3% | -22.6% |
| YTD | -7.1% | +17.8% | -24.9% | -12.4% |
| 1Y | +13.6% | +90.5% | -76.8% | -8.2% |
| 3Y | +293.7% | +282.1% | +11.6% | +142.5% |
| 5Y | +239.1% | +291.9% | -52.8% | +98.6% |
| 10Y | +311.2% | -24.9% | +336.0% | +250.8% |
| All | +7,424.6% | +167.7% | +7,256.9% | +3,675.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling