+181.2%
TSCO vs TEVA
-22.9%
+204.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.6% | -1.8% |
| 7D | -5.7% | +2.0% | -7.7% | -5.9% |
| 30D | -8.8% | +1.0% | -9.7% | -8.9% |
| 3M | +6.3% | +7.3% | -1.0% | +5.2% |
| 6M | -32.3% | +21.7% | -54.0% | -34.1% |
| YTD | -32.7% | +18.8% | -51.5% | -34.4% |
| 1Y | -43.7% | +86.5% | -130.2% | -48.2% |
| 3Y | -19.7% | +269.4% | -289.1% | -34.0% |
| 5Y | -11.6% | +303.6% | -315.2% | -29.8% |
| All | +181.2% | -22.9% | +204.2% | +143.5% |
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