+1,779.8%
TSM vs TEVA
-22.9%
+1,802.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +0.9% |
| 7D | +1.0% | +2.0% | -1.0% | +0.7% |
| 30D | +1.0% | +1.0% | 0.0% | +0.8% |
| 3M | +2.9% | +7.3% | -4.4% | +1.4% |
| 6M | +22.8% | +21.7% | +1.1% | +18.1% |
| YTD | +43.3% | +18.8% | +24.5% | +38.3% |
| 1Y | +69.2% | +86.5% | -17.3% | +50.7% |
| 3Y | +404.5% | +269.4% | +135.1% | +293.2% |
| 5Y | +282.2% | +303.6% | -21.4% | +186.6% |
| All | +1,779.8% | -22.9% | +1,802.7% | +1,353.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling