+304.8%
SPY vs TER
+993.6%
-688.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.3% |
| 7D | -0.6% | -8.9% | +8.3% | +1.1% |
| 30D | -3.7% | -39.1% | +35.4% | +7.1% |
| 3M | -2.7% | -32.8% | +30.0% | +4.6% |
| 6M | +2.2% | -31.7% | +33.9% | +6.3% |
| YTD | +10.8% | +26.9% | -16.1% | -5.4% |
| 1Y | +11.2% | +33.6% | -22.3% | -6.7% |
| 3Y | +76.5% | +181.5% | -105.0% | +10.5% |
| 5Y | +72.9% | +76.1% | -3.2% | +19.7% |
| 10Y | +304.8% | +1,006.2% | -701.4% | +64.8% |
| All | +304.8% | +993.6% | -688.8% | +64.8% |
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