+21,202.8%
TXN vs TEVA
+7,037.9%
+14,164.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.0% | +1.8% | +3.4% |
| 7D | +4.0% | +2.0% | +2.0% | +3.6% |
| 30D | -2.9% | +1.0% | -3.8% | -3.1% |
| 3M | -9.1% | +7.3% | -16.4% | -10.9% |
| 6M | +36.6% | +21.7% | +14.9% | +30.1% |
| YTD | +57.5% | +18.8% | +38.6% | +50.8% |
| 1Y | +49.5% | +86.5% | -36.9% | +29.6% |
| 3Y | +76.5% | +269.4% | -192.9% | +28.1% |
| 5Y | +62.4% | +303.6% | -241.2% | +12.1% |
| 10Y | +429.7% | -22.9% | +452.6% | +361.5% |
| All | +21,202.8% | +7,037.9% | +14,164.8% | +8,113.3% |
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