+4.2%
TSEM vs TEVA
+1,373.0%
-1,368.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.4% | -2.6% | -3.6% |
| 7D | +0.9% | -0.7% | +1.7% | +1.1% |
| 30D | -16.6% | -0.4% | -16.3% | -16.6% |
| 3M | -10.9% | +8.2% | -19.2% | -13.4% |
| 6M | +78.0% | +15.3% | +62.7% | +69.3% |
| YTD | +77.2% | +16.5% | +60.7% | +68.3% |
| 1Y | +207.6% | +85.7% | +121.8% | +157.1% |
| 3Y | +637.8% | +277.9% | +360.0% | +390.1% |
| 5Y | +617.0% | +295.5% | +321.4% | +345.2% |
| 10Y | +1,270.7% | -24.5% | +1,295.2% | +1,092.2% |
| All | +4.2% | +1,373.0% | -1,368.9% | -56.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling