+1,037.2%
XLE vs TEVA
+835.0%
+202.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.9% |
| 7D | 0.0% | +1.6% | -1.6% | -0.3% |
| 30D | +12.6% | +4.0% | +8.7% | +11.7% |
| 3M | +11.8% | +10.5% | +1.3% | +9.0% |
| 6M | +16.1% | +18.4% | -2.3% | +10.8% |
| YTD | +46.9% | +17.8% | +29.1% | +40.1% |
| 1Y | +53.3% | +90.5% | -37.2% | +30.6% |
| 3Y | +54.9% | +282.1% | -227.2% | +7.6% |
| 5Y | +225.7% | +291.9% | -66.2% | +116.6% |
| 10Y | +170.7% | -24.9% | +195.5% | +133.2% |
| All | +1,037.2% | +835.0% | +202.2% | +560.3% |
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