+159.4%
SPY vs TE
-53.0%
+212.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | +0.1% | -4.0% | +4.1% | +0.3% |
| 30D | +0.1% | -15.9% | +16.0% | +0.9% |
| 3M | +2.0% | -60.5% | +62.5% | +6.5% |
| 6M | +13.0% | -35.2% | +48.2% | +13.3% |
| YTD | +13.5% | -31.1% | +44.7% | +12.6% |
| 1Y | +20.0% | +148.6% | -128.7% | +7.4% |
| 3Y | +77.2% | -26.4% | +103.6% | +64.9% |
| 5Y | +81.9% | -48.0% | +129.9% | +69.6% |
| All | +159.4% | -53.0% | +212.4% | +151.9% |
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 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