-33.0%
TSLL vs TEVA
+71.2%
-104.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.9% | -5.7% | -4.3% |
| 7D | +17.8% | +4.4% | +13.4% | +16.3% |
| 30D | +8.2% | +9.3% | -1.0% | +5.3% |
| 3M | +20.9% | +21.9% | -1.0% | +14.0% |
| 6M | -37.5% | +22.8% | -60.3% | -39.1% |
| YTD | -44.5% | +42.6% | -87.1% | -51.9% |
| 1Y | -33.0% | +74.2% | -107.2% | -50.6% |
| All | -33.0% | +71.2% | -104.1% | -50.6% |
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