-6.4%
TSLL vs TEVA
+417.4%
-423.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.9% | -5.7% | -4.6% |
| 7D | +17.8% | +4.4% | +13.4% | +15.6% |
| 30D | +8.2% | +9.3% | -1.0% | +4.0% |
| 3M | +20.9% | +21.9% | -1.0% | +10.4% |
| 6M | -37.5% | +22.8% | -60.3% | -43.7% |
| YTD | -44.5% | +42.6% | -87.1% | -54.0% |
| 1Y | -33.0% | +74.2% | -107.2% | -49.6% |
| 3Y | -6.4% | +404.5% | -410.9% | -51.8% |
| All | -6.4% | +417.4% | -423.8% | -51.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling