+79.8%
USB vs TEVA
+13.2%
+66.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | +1.2% | +4.5% | -3.3% | +0.4% |
| 30D | +6.3% | +5.8% | +0.5% | +5.1% |
| 3M | -6.1% | +18.8% | -24.9% | -9.3% |
| 6M | +13.0% | +21.9% | -8.9% | +8.2% |
| YTD | +16.6% | +39.9% | -23.3% | +8.3% |
| 1Y | +31.1% | +69.0% | -37.9% | +17.5% |
| 3Y | +100.9% | +402.9% | -302.0% | +38.4% |
| 5Y | +24.5% | +359.0% | -334.5% | -14.8% |
| All | +79.8% | +13.2% | +66.6% | +28.2% |
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