+177.8%
XLE vs TEVA
-22.9%
+200.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | -0.1% |
| 7D | +1.7% | +2.0% | -0.3% | +1.3% |
| 30D | +6.7% | +1.0% | +5.8% | +6.5% |
| 3M | +14.9% | +7.3% | +7.5% | +13.0% |
| 6M | +15.9% | +21.7% | -5.8% | +10.6% |
| YTD | +47.7% | +18.8% | +28.9% | +41.3% |
| 1Y | +50.7% | +86.5% | -35.8% | +30.9% |
| 3Y | +57.9% | +269.4% | -211.5% | +13.2% |
| 5Y | +227.0% | +303.6% | -76.6% | +121.3% |
| All | +177.8% | -22.9% | +200.7% | +96.5% |
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