+149.1%
TT vs TEVA
+300.5%
-151.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.3% |
| 7D | -1.2% | +2.0% | -3.2% | -1.5% |
| 30D | -7.3% | +1.0% | -8.3% | -7.5% |
| 3M | -3.6% | +7.3% | -10.9% | -4.8% |
| 6M | +2.8% | +21.7% | -18.9% | -0.5% |
| YTD | +14.5% | +18.8% | -4.3% | +11.1% |
| 1Y | +7.4% | +86.5% | -79.1% | -2.9% |
| 3Y | +116.2% | +269.4% | -153.2% | +67.1% |
| All | +149.1% | +300.5% | -151.5% | +81.6% |
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 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