+172.6%
TTMI vs TEVA
+93.8%
+78.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.7% | +9.6% | +9.0% |
| 7D | +5.9% | -0.2% | +6.1% | +5.9% |
| 30D | -4.3% | +4.7% | -9.0% | -5.5% |
| 3M | -32.0% | +5.6% | -37.7% | -33.1% |
| 6M | +19.5% | +10.5% | +9.0% | +13.4% |
| YTD | +82.0% | +16.5% | +65.5% | +70.6% |
| 1Y | +172.6% | +96.8% | +75.9% | +122.0% |
| All | +172.6% | +93.8% | +78.8% | +122.0% |
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