+2,543.6%
UL vs TEVA
+6,895.5%
-4,351.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.3% |
| 7D | -4.1% | -0.7% | -3.3% | -4.0% |
| 30D | -1.2% | -0.4% | -0.8% | -1.2% |
| 3M | +6.0% | +8.2% | -2.3% | +5.1% |
| 6M | -5.5% | +15.3% | -20.8% | -7.0% |
| YTD | -3.3% | +16.5% | -19.8% | -5.0% |
| 1Y | -9.8% | +85.7% | -95.5% | -15.4% |
| 3Y | +20.1% | +277.9% | -257.7% | +3.7% |
| 5Y | +19.2% | +295.5% | -276.3% | +0.7% |
| 10Y | +65.4% | -24.5% | +89.9% | +55.3% |
| All | +2,543.6% | +6,895.5% | -4,351.9% | +1,608.9% |
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