+31.1%
USB vs TEVA
+73.1%
-42.0%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.5% |
| 7D | +1.2% | +4.5% | -3.3% | +0.6% |
| 30D | +6.3% | +5.8% | +0.5% | +5.4% |
| 3M | -6.1% | +18.8% | -24.9% | -8.6% |
| 6M | +13.0% | +21.9% | -8.9% | +10.1% |
| YTD | +16.6% | +39.9% | -23.3% | +8.4% |
| 1Y | +31.1% | +69.0% | -37.9% | +13.3% |
| All | +31.1% | +73.1% | -42.0% | +13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling