+165.4%
W vs TEVA
-24.2%
+189.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | +0.1% |
| 7D | +5.9% | -1.7% | +7.6% | +6.5% |
| 30D | -3.0% | +2.0% | -5.0% | -3.8% |
| 3M | +40.3% | +7.0% | +33.4% | +35.9% |
| 6M | +32.2% | +17.0% | +15.2% | +23.6% |
| YTD | -0.3% | +18.1% | -18.4% | -7.2% |
| 1Y | +16.2% | +87.2% | -71.1% | -9.9% |
| 3Y | +40.7% | +283.1% | -242.3% | -19.1% |
| 5Y | -62.3% | +298.4% | -360.7% | -78.8% |
| 10Y | +162.2% | -23.4% | +185.7% | +63.9% |
| All | +165.4% | -24.2% | +189.6% | +69.3% |
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