+650.1%
TSEM vs TEVA
+280.8%
+369.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.4% | +1.2% |
| 7D | -4.9% | +2.0% | -6.9% | -5.3% |
| 30D | -18.7% | +1.0% | -19.7% | -18.9% |
| 3M | -18.1% | +7.3% | -25.4% | -19.9% |
| 6M | +77.1% | +21.7% | +55.4% | +66.4% |
| YTD | +80.1% | +18.8% | +61.3% | +70.7% |
| 1Y | +220.4% | +86.5% | +133.9% | +172.3% |
| 3Y | +650.1% | +269.4% | +380.6% | +419.0% |
| All | +650.1% | +280.8% | +369.3% | +419.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling