+33.6%
USB vs TEVA
+94.2%
-60.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.5% |
| 7D | +2.1% | +1.6% | +0.5% | +1.9% |
| 30D | -2.3% | +4.0% | -6.2% | -2.6% |
| 3M | +13.9% | +10.5% | +3.3% | +12.8% |
| 6M | +21.6% | +18.4% | +3.2% | +18.9% |
| YTD | +19.3% | +17.8% | +1.5% | +17.0% |
| 1Y | +33.6% | +90.5% | -56.9% | +30.9% |
| All | +33.6% | +94.2% | -60.6% | +30.9% |
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 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