+32.6%
USB vs TEVA
+76.2%
-43.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.1% |
| 7D | +1.4% | +1.2% | +0.3% | +1.3% |
| 30D | +6.4% | +3.2% | +3.3% | +5.9% |
| 3M | -4.5% | +17.3% | -21.8% | -6.8% |
| 6M | +11.4% | +18.7% | -7.3% | +8.9% |
| YTD | +17.1% | +35.9% | -18.8% | +9.7% |
| 1Y | +32.6% | +74.8% | -42.2% | +16.0% |
| All | +32.6% | +76.2% | -43.6% | +16.0% |
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