+414.6%
XLF vs TEVA
+843.4%
-428.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.4% | +0.2% |
| 7D | -1.5% | +2.0% | -3.5% | -1.9% |
| 30D | -1.2% | +1.0% | -2.1% | -1.5% |
| 3M | +9.2% | +7.3% | +1.9% | +7.0% |
| 6M | +16.3% | +21.7% | -5.4% | +10.3% |
| YTD | +5.4% | +18.8% | -13.4% | +0.4% |
| 1Y | +7.6% | +86.5% | -78.9% | -8.4% |
| 3Y | +74.2% | +269.4% | -195.2% | +20.3% |
| 5Y | +66.1% | +303.6% | -237.5% | +7.9% |
| 10Y | +252.8% | -22.9% | +275.7% | +209.8% |
| All | +414.6% | +843.4% | -428.8% | +150.6% |
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