+302.0%
TRV vs TEVA
-22.9%
+324.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | 0.0% | +1.9% |
| 7D | +1.9% | +2.0% | -0.1% | +1.7% |
| 30D | +1.7% | +1.0% | +0.8% | +1.6% |
| 3M | +23.9% | +7.3% | +16.6% | +22.7% |
| 6M | +26.3% | +21.7% | +4.5% | +22.9% |
| YTD | +30.8% | +18.8% | +12.0% | +27.6% |
| 1Y | +36.3% | +86.5% | -50.2% | +25.7% |
| 3Y | +145.0% | +269.4% | -124.4% | +102.2% |
| 5Y | +163.9% | +303.6% | -139.7% | +110.3% |
| All | +302.0% | -22.9% | +324.9% | +226.5% |
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 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