+155.2%
W vs TEVA
-22.9%
+178.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +0.4% |
| 7D | -0.9% | +2.0% | -2.9% | -1.6% |
| 30D | -4.2% | +1.0% | -5.2% | -4.6% |
| 3M | +26.9% | +7.3% | +19.6% | +22.4% |
| 6M | +31.2% | +21.7% | +9.5% | +20.6% |
| YTD | -1.8% | +18.8% | -20.7% | -9.1% |
| 1Y | +9.3% | +86.5% | -77.2% | -16.0% |
| 3Y | +33.2% | +269.4% | -236.2% | -24.5% |
| 5Y | -62.4% | +303.6% | -366.0% | -79.6% |
| All | +155.2% | -22.9% | +178.2% | +65.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling