+621.7%
TSEM vs TEVA
+300.5%
+321.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.4% | +1.3% |
| 7D | -4.9% | +2.0% | -6.9% | -5.2% |
| 30D | -18.7% | +1.0% | -19.7% | -18.9% |
| 3M | -18.1% | +7.3% | -25.4% | -19.5% |
| 6M | +77.1% | +21.7% | +55.4% | +69.1% |
| YTD | +80.1% | +18.8% | +61.3% | +73.1% |
| 1Y | +220.4% | +86.5% | +133.9% | +183.8% |
| 3Y | +650.1% | +269.4% | +380.6% | +489.1% |
| All | +621.7% | +300.5% | +321.1% | +463.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling