+446.8%
TTMI vs TEVA
+171.7%
+275.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.0% | +1.3% | +2.7% |
| 7D | +0.7% | +2.0% | -1.3% | +0.1% |
| 30D | -8.4% | +1.0% | -9.4% | -8.8% |
| 3M | -32.5% | +7.3% | -39.8% | -34.7% |
| 6M | +32.5% | +21.7% | +10.8% | +22.3% |
| YTD | +83.2% | +18.8% | +64.4% | +70.9% |
| 1Y | +161.7% | +86.5% | +75.2% | +110.3% |
| 3Y | +890.1% | +269.4% | +620.7% | +500.3% |
| 5Y | +832.4% | +303.6% | +528.9% | +420.9% |
| 10Y | +1,115.8% | -22.9% | +1,138.7% | +984.4% |
| All | +446.8% | +171.7% | +275.0% | +125.9% |
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