+64.4%
UL vs TEVA
-22.9%
+87.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.5% |
| 7D | -3.4% | +2.0% | -5.4% | -3.5% |
| 30D | +0.5% | +1.0% | -0.5% | +0.4% |
| 3M | +7.2% | +7.3% | -0.1% | +6.7% |
| 6M | -3.1% | +21.7% | -24.8% | -4.5% |
| YTD | -2.7% | +18.8% | -21.6% | -4.0% |
| 1Y | -10.2% | +86.5% | -96.7% | -14.1% |
| 3Y | +20.3% | +269.4% | -249.2% | +8.7% |
| 5Y | +19.9% | +303.6% | -283.6% | +6.5% |
| All | +64.4% | -22.9% | +87.3% | +50.6% |
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