-26.7%
TSLL vs TEVA
+290.6%
-317.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.1% | +6.8% | +7.4% |
| 7D | +5.8% | +1.6% | +4.2% | +4.9% |
| 30D | +21.7% | +4.0% | +17.7% | +19.5% |
| 3M | -28.2% | +10.5% | -38.8% | -32.5% |
| 6M | -29.5% | +18.4% | -47.8% | -36.4% |
| YTD | -47.5% | +17.8% | -65.3% | -52.7% |
| 1Y | -20.8% | +90.5% | -111.3% | -44.3% |
| 3Y | -26.7% | +282.1% | -308.8% | -63.8% |
| All | -26.7% | +290.6% | -317.4% | -63.8% |
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