-3.0%
SPOT vs TE
-23.7%
+20.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +10.0% | -12.5% | -2.1% |
| 7D | -2.9% | +18.2% | -21.1% | -2.1% |
| 30D | +8.3% | -13.5% | +21.8% | +7.8% |
| 3M | +5.1% | -44.6% | +49.6% | +4.3% |
| All | -3.0% | -23.7% | +20.7% | -7.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling