+159.8%
XLB vs TEVA
-22.9%
+182.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.7% | 0.0% |
| 7D | -2.8% | +2.0% | -4.8% | -3.2% |
| 30D | -3.1% | +1.0% | -4.1% | -3.3% |
| 3M | -0.2% | +7.3% | -7.5% | -1.5% |
| 6M | +3.1% | +21.7% | -18.7% | -0.7% |
| YTD | +13.3% | +18.8% | -5.6% | +9.5% |
| 1Y | +12.0% | +86.5% | -74.4% | +0.2% |
| 3Y | +31.4% | +269.4% | -238.0% | +1.7% |
| 5Y | +33.9% | +303.6% | -269.7% | -0.5% |
| All | +159.8% | -22.9% | +182.7% | +110.7% |
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