+490.3%
XRT vs TEVA
+43.7%
+446.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.9% | -1.7% |
| 7D | -2.4% | -1.7% | -0.7% | -2.0% |
| 30D | -6.9% | +2.0% | -8.9% | -7.4% |
| 3M | -0.4% | +7.0% | -7.4% | -2.4% |
| 6M | +2.2% | +17.0% | -14.8% | -2.4% |
| YTD | -0.7% | +18.1% | -18.8% | -5.6% |
| 1Y | -2.0% | +87.2% | -89.2% | -17.3% |
| 3Y | +41.0% | +283.1% | -242.0% | -5.1% |
| 5Y | -3.3% | +298.4% | -301.7% | -37.8% |
| 10Y | +124.8% | -23.4% | +148.3% | +104.4% |
| All | +490.3% | +43.7% | +446.6% | +294.0% |
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