-79.9%
TTD vs TEVA
+300.5%
-380.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.6% | +2.1% |
| 7D | -0.6% | +2.0% | -2.6% | -1.2% |
| 30D | +6.3% | +1.0% | +5.3% | +5.9% |
| 3M | -24.1% | +7.3% | -31.4% | -26.2% |
| 6M | -47.4% | +21.7% | -69.2% | -51.0% |
| YTD | -62.2% | +18.8% | -81.1% | -64.8% |
| 1Y | -68.3% | +86.5% | -154.8% | -74.8% |
| 3Y | -83.4% | +269.4% | -352.9% | -90.9% |
| All | -79.9% | +300.5% | -380.4% | -90.2% |
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