+15,531.8%
TT vs TEVA
+6,895.5%
+8,636.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.8% |
| 7D | -1.0% | -0.7% | -0.2% | -0.9% |
| 30D | -8.9% | -0.4% | -8.5% | -8.9% |
| 3M | -1.8% | +8.2% | -10.1% | -3.5% |
| 6M | +1.9% | +15.3% | -13.4% | -1.2% |
| YTD | +13.8% | +16.5% | -2.7% | +10.1% |
| 1Y | +6.1% | +85.7% | -79.6% | -5.7% |
| 3Y | +119.6% | +277.9% | -158.3% | +67.6% |
| 5Y | +145.9% | +295.5% | -149.7% | +81.3% |
| 10Y | +946.9% | -24.5% | +971.4% | +833.3% |
| All | +15,531.8% | +6,895.5% | +8,636.3% | +8,206.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling