-30.8%
TSLL vs TEVA
+89.1%
-120.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.3% |
| 7D | +6.1% | +2.0% | +4.1% | +5.5% |
| 30D | +20.6% | +1.0% | +19.7% | +20.2% |
| 3M | -25.4% | +7.3% | -32.7% | -26.8% |
| 6M | -34.2% | +21.7% | -55.9% | -40.0% |
| YTD | -48.4% | +18.8% | -67.2% | -52.3% |
| 1Y | -30.8% | +86.5% | -117.3% | -46.4% |
| All | -30.8% | +89.1% | -120.0% | -46.4% |
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 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