+238.8%
SPOT vs TE
-48.3%
+287.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +10.0% | -12.5% | -3.4% |
| 7D | -2.9% | +18.2% | -21.1% | -4.3% |
| 30D | +8.3% | -13.5% | +21.8% | +9.2% |
| 3M | +5.1% | -44.6% | +49.6% | +8.8% |
| 6M | -6.5% | -24.7% | +18.2% | -8.5% |
| YTD | -9.0% | -24.3% | +15.3% | -12.1% |
| 1Y | -26.4% | +155.6% | -182.0% | -40.9% |
| 3Y | +240.0% | -18.3% | +258.3% | +202.5% |
| 5Y | +111.7% | -41.3% | +153.0% | +94.1% |
| All | +238.8% | -48.3% | +287.0% | +250.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling