+73.2%
SPY vs TE
-82.7%
+155.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.5% | +7.2% | +0.1% |
| 7D | +3.3% | -13.6% | +16.9% | +4.1% |
| 30D | -2.7% | -37.7% | +35.0% | -0.3% |
| 3M | -1.7% | -59.8% | +58.0% | +3.0% |
| 6M | +3.1% | -66.3% | +69.4% | +7.5% |
| YTD | +11.9% | -70.5% | +82.4% | +16.0% |
| 1Y | +12.0% | -48.8% | +60.8% | +11.4% |
| 3Y | +78.2% | +31.3% | +46.8% | +51.6% |
| 5Y | +73.2% | -82.0% | +155.3% | +71.1% |
| All | +73.2% | -82.7% | +155.9% | +71.1% |
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 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