+569.3%
XLP vs TEVA
+1,031.9%
-462.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.2% |
| 7D | +2.5% | +4.4% | -1.9% | +2.1% |
| 30D | +7.3% | +9.3% | -2.0% | +6.3% |
| 3M | +8.1% | +21.9% | -13.8% | +5.8% |
| 6M | +10.5% | +22.8% | -12.3% | +7.9% |
| YTD | +21.2% | +42.6% | -21.4% | +16.3% |
| 1Y | +22.7% | +74.2% | -51.5% | +15.3% |
| 3Y | +44.8% | +404.5% | -359.7% | +19.0% |
| 5Y | +44.7% | +367.9% | -323.2% | +17.7% |
| 10Y | +139.1% | +14.2% | +124.9% | +114.4% |
| All | +569.3% | +1,031.9% | -462.7% | +320.6% |
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