+253.1%
TSEM vs TEVA
+93.8%
+159.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.7% | +8.6% | +8.0% |
| 7D | +6.9% | -0.2% | +7.1% | +6.9% |
| 30D | +5.3% | +4.7% | +0.6% | +4.0% |
| 3M | -14.9% | +5.6% | -20.5% | -16.3% |
| 6M | +80.0% | +10.5% | +69.5% | +70.8% |
| YTD | +89.4% | +16.5% | +72.9% | +77.0% |
| 1Y | +253.1% | +96.8% | +156.3% | +181.5% |
| All | +253.1% | +93.8% | +159.3% | +181.5% |
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