-30.5%
TSCO vs TEVA
+81.2%
-111.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.2% | +0.1% |
| 7D | +8.8% | +0.7% | +8.0% | +8.7% |
| 30D | +13.4% | +6.8% | +6.6% | +12.6% |
| 3M | +10.3% | +20.3% | -10.0% | +8.0% |
| 6M | +13.7% | +16.5% | -2.8% | +11.9% |
| YTD | -25.4% | +33.9% | -59.2% | -29.9% |
| 1Y | -30.5% | +69.8% | -100.3% | -39.5% |
| All | -30.5% | +81.2% | -111.6% | -39.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling