+85.5%
USB vs TEVA
+10.6%
+74.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +2.4% |
| 7D | +0.8% | +5.6% | -4.8% | -0.3% |
| 30D | +6.8% | +4.5% | +2.2% | +5.8% |
| 3M | -3.8% | +21.5% | -25.3% | -7.5% |
| 6M | +11.7% | +20.3% | -8.5% | +7.3% |
| YTD | +17.5% | +37.7% | -20.2% | +9.5% |
| 1Y | +33.8% | +79.3% | -45.5% | +18.5% |
| 3Y | +104.2% | +390.0% | -285.7% | +41.4% |
| 5Y | +26.4% | +362.0% | -335.6% | -13.6% |
| All | +85.5% | +10.6% | +74.9% | +33.5% |
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