+102.4%
XLP vs TEVA
-24.5%
+126.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.1% |
| 7D | -2.5% | -0.7% | -1.8% | -2.5% |
| 30D | -1.9% | -0.4% | -1.5% | -1.9% |
| 3M | -2.1% | +8.2% | -10.4% | -2.8% |
| 6M | -1.8% | +15.3% | -17.2% | -3.1% |
| YTD | +8.3% | +16.5% | -8.2% | +6.8% |
| 1Y | +6.8% | +85.7% | -78.9% | +1.5% |
| 3Y | +25.7% | +277.9% | -252.1% | +11.2% |
| 5Y | +31.9% | +295.5% | -263.6% | +14.7% |
| All | +102.4% | -24.5% | +126.9% | +85.6% |
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 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