+147.8%
XEL vs TEVA
-22.9%
+170.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | 0.0% |
| 7D | -0.3% | +2.0% | -2.3% | -0.4% |
| 30D | -3.9% | +1.0% | -4.9% | -4.0% |
| 3M | -2.8% | +7.3% | -10.1% | -3.2% |
| 6M | -5.4% | +21.7% | -27.1% | -6.3% |
| YTD | +3.8% | +18.8% | -15.1% | +2.8% |
| 1Y | +6.8% | +86.5% | -79.6% | +3.7% |
| 3Y | +45.6% | +269.4% | -223.8% | +35.5% |
| 5Y | +30.7% | +303.6% | -272.9% | +20.3% |
| All | +147.8% | -22.9% | +170.7% | +132.2% |
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 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