+73.8%
TXN vs TEVA
+81.2%
-7.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -0.2% | -10.5% | -10.7% |
| 7D | -10.7% | +0.7% | -11.4% | -10.8% |
| 30D | -6.0% | +6.8% | -12.7% | -7.2% |
| 3M | +0.6% | +20.3% | -19.7% | -3.3% |
| 6M | 0.0% | +16.5% | -16.5% | -1.9% |
| YTD | +63.8% | +33.9% | +30.0% | +49.4% |
| 1Y | +73.8% | +69.8% | +3.9% | +40.8% |
| All | +73.8% | +81.2% | -7.4% | +40.8% |
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