+307.8%
SPY vs TER
+998.2%
-690.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.4% | +5.0% | +0.9% |
| 7D | +2.6% | +14.4% | -11.8% | -0.8% |
| 30D | -2.0% | -30.6% | +28.6% | +5.7% |
| 3M | -2.8% | -39.2% | +36.4% | +7.1% |
| 6M | +2.1% | -31.3% | +33.4% | +6.0% |
| YTD | +11.5% | +29.1% | -17.6% | -5.3% |
| 1Y | +13.5% | +47.4% | -34.0% | -7.4% |
| 3Y | +77.7% | +191.2% | -113.5% | +10.2% |
| 5Y | +72.6% | +74.0% | -1.4% | +19.9% |
| All | +307.8% | +998.2% | -690.3% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 10y: compounded portfolio wealth divided by compounded TER 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…
10y analysis · Full analysis span regression · 6 months rolling