+103.8%
USB vs TEVA
+417.4%
-313.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.1% | +0.7% |
| 7D | +2.6% | +4.4% | -1.8% | +2.1% |
| 30D | +8.4% | +9.3% | -0.9% | +7.4% |
| 3M | -5.5% | +21.9% | -27.4% | -7.5% |
| 6M | +17.7% | +22.8% | -5.0% | +15.0% |
| YTD | +17.6% | +42.6% | -25.0% | +12.8% |
| 1Y | +33.9% | +74.2% | -40.4% | +26.0% |
| 3Y | +103.8% | +404.5% | -300.7% | +67.9% |
| All | +103.8% | +417.4% | -313.6% | +67.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling