-72.2%
TTD vs TEVA
+93.8%
-166.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -4.4% |
| 7D | +6.3% | -0.2% | +6.6% | +6.3% |
| 30D | -23.9% | +4.7% | -28.6% | -24.0% |
| 3M | -31.4% | +5.6% | -37.0% | -31.5% |
| 6M | -42.7% | +10.5% | -53.2% | -43.0% |
| YTD | -62.0% | +16.5% | -78.5% | -62.7% |
| 1Y | -72.2% | +96.8% | -169.0% | -75.1% |
| All | -72.2% | +93.8% | -166.0% | -75.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling