+123.0%
XRT vs TEVA
-22.9%
+145.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +1.0% |
| 7D | -3.2% | +2.0% | -5.2% | -3.6% |
| 30D | -4.5% | +1.0% | -5.4% | -4.7% |
| 3M | -3.1% | +7.3% | -10.4% | -4.7% |
| 6M | +4.2% | +21.7% | -17.5% | -0.5% |
| YTD | -0.1% | +18.8% | -18.9% | -4.3% |
| 1Y | -3.0% | +86.5% | -89.5% | -15.6% |
| 3Y | +41.8% | +269.4% | -227.6% | +3.3% |
| 5Y | -1.3% | +303.6% | -304.9% | -31.3% |
| All | +123.0% | -22.9% | +145.9% | +78.3% |
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 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