+110.6%
SPOT vs TE
-49.6%
+160.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.7% | +6.5% | +0.3% |
| 7D | -6.9% | +0.9% | -7.7% | -7.0% |
| 30D | +4.1% | -16.3% | +20.4% | +5.4% |
| 3M | +3.7% | -40.8% | +44.5% | +6.7% |
| 6M | -1.6% | -42.6% | +41.0% | -1.0% |
| YTD | -10.2% | -31.4% | +21.3% | -12.6% |
| 1Y | -25.9% | +144.9% | -170.8% | -40.9% |
| 3Y | +235.6% | -26.0% | +261.6% | +208.7% |
| 5Y | +110.6% | -48.5% | +159.1% | +87.9% |
| All | +110.6% | -49.6% | +160.2% | +87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling