+504.9%
XLP vs TEVA
+835.0%
-330.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.8% |
| 7D | -1.4% | +1.6% | -3.0% | -1.6% |
| 30D | -1.3% | +4.0% | -5.3% | -1.7% |
| 3M | +1.8% | +10.5% | -8.7% | +0.7% |
| 6M | -0.8% | +18.4% | -19.2% | -2.9% |
| YTD | +9.5% | +17.8% | -8.3% | +7.3% |
| 1Y | +7.2% | +90.5% | -83.3% | -0.4% |
| 3Y | +27.1% | +282.1% | -255.0% | +7.5% |
| 5Y | +32.0% | +291.9% | -259.8% | +9.2% |
| 10Y | +102.9% | -24.9% | +127.8% | +91.4% |
| All | +504.9% | +835.0% | -330.1% | +288.0% |
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