+394.9%
TTWO vs TEVA
-22.9%
+417.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -0.9% |
| 7D | +0.4% | +2.0% | -1.6% | +0.2% |
| 30D | -11.3% | +1.0% | -12.3% | -11.4% |
| 3M | +1.6% | +7.3% | -5.7% | +0.8% |
| 6M | +2.1% | +21.7% | -19.7% | 0.0% |
| YTD | -15.8% | +18.8% | -34.7% | -17.4% |
| 1Y | -12.6% | +86.5% | -99.1% | -17.7% |
| 3Y | +48.2% | +269.4% | -221.2% | +29.3% |
| 5Y | +40.0% | +303.6% | -263.6% | +19.5% |
| All | +394.9% | -22.9% | +417.8% | +288.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling