-35.7%
U vs TEVA
+296.7%
-332.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.0% | +2.5% | +3.8% |
| 7D | +5.5% | +2.0% | +3.5% | +4.8% |
| 30D | -1.3% | +1.0% | -2.2% | -1.7% |
| 3M | +64.6% | +7.3% | +57.3% | +59.6% |
| 6M | +119.4% | +21.7% | +97.6% | +101.9% |
| YTD | -0.5% | +18.8% | -19.3% | -8.3% |
| 1Y | +1.3% | +86.5% | -85.2% | -21.5% |
| 3Y | +15.6% | +269.4% | -253.8% | -36.8% |
| 5Y | -67.5% | +303.6% | -371.1% | -83.8% |
| All | -35.7% | +296.7% | -332.4% | -66.5% |
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