+233.5%
SPOT vs TE
-26.8%
+260.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.8% |
| 7D | -3.1% | +0.2% | -3.3% | -3.1% |
| 30D | +7.4% | -5.9% | +13.3% | +7.5% |
| 3M | +8.2% | -45.6% | +53.8% | +9.8% |
| 6M | +2.2% | -43.4% | +45.6% | +2.6% |
| YTD | -9.5% | -31.0% | +21.5% | -10.4% |
| 1Y | -23.8% | +145.2% | -169.1% | -30.4% |
| 3Y | +233.5% | -24.1% | +257.5% | +258.6% |
| All | +233.5% | -26.8% | +260.3% | +258.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 3y: compounded portfolio wealth divided by compounded TE 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…
3y analysis · Full analysis span regression · 6 months rolling