+22,727.1%
TSLA vs TEVA
-14.1%
+22,741.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.8% |
| 7D | -3.4% | -0.7% | -2.7% | -3.2% |
| 30D | +9.2% | -0.4% | +9.6% | +9.3% |
| 3M | -4.7% | +8.2% | -13.0% | -7.4% |
| 6M | -8.9% | +15.3% | -24.3% | -13.5% |
| YTD | -19.2% | +16.5% | -35.6% | -23.5% |
| 1Y | +4.5% | +85.7% | -81.2% | -13.8% |
| 3Y | +46.3% | +277.9% | -231.6% | -5.0% |
| 5Y | +48.1% | +295.5% | -247.4% | -8.8% |
| 10Y | +2,704.2% | -24.5% | +2,728.7% | +2,170.3% |
| All | +22,727.1% | -14.1% | +22,741.2% | +15,587.8% |
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