+8,162.5%
USB vs TEVA
+8,059.8%
+102.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.1% |
| 7D | +1.4% | +1.2% | +0.3% | +1.2% |
| 30D | +6.4% | +3.2% | +3.3% | +5.9% |
| 3M | -4.5% | +17.3% | -21.8% | -7.0% |
| 6M | +11.4% | +18.7% | -7.3% | +7.9% |
| YTD | +17.1% | +35.9% | -18.8% | +10.7% |
| 1Y | +32.6% | +74.8% | -42.2% | +20.5% |
| 3Y | +101.8% | +388.5% | -286.6% | +51.0% |
| 5Y | +25.1% | +351.1% | -325.9% | -6.9% |
| 10Y | +84.9% | +10.4% | +74.4% | +54.6% |
| All | +8,162.5% | +8,059.8% | +102.7% | +5,062.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling