-52.0%
TSLL vs TEVA
+240.3%
-292.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +5.1% | -1.7% | +6.8% | +5.8% |
| 30D | +20.0% | +2.0% | +18.0% | +19.0% |
| 3M | -23.8% | +7.0% | -30.7% | -26.7% |
| 6M | -30.3% | +17.0% | -47.3% | -36.1% |
| YTD | -47.7% | +18.1% | -65.7% | -52.3% |
| 1Y | -21.2% | +87.2% | -108.4% | -41.8% |
| 3Y | -26.9% | +283.1% | -309.9% | -59.3% |
| All | -52.0% | +240.3% | -292.3% | -70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling