-83.4%
TTD vs TEVA
+280.8%
-364.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.6% | +2.4% |
| 7D | -0.6% | +2.0% | -2.6% | -0.9% |
| 30D | +6.3% | +1.0% | +5.3% | +6.1% |
| 3M | -24.1% | +7.3% | -31.4% | -25.1% |
| 6M | -47.4% | +21.7% | -69.2% | -49.1% |
| YTD | -62.2% | +18.8% | -81.1% | -63.5% |
| 1Y | -68.3% | +86.5% | -154.8% | -71.9% |
| 3Y | -83.4% | +269.4% | -352.9% | -88.5% |
| All | -83.4% | +280.8% | -364.2% | -88.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling