+311.5%
SPY vs TER
+1,753.0%
-1,441.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.2% | -4.8% | -1.5% |
| 7D | +0.5% | +11.0% | -10.4% | -2.0% |
| 30D | -0.9% | -1.9% | +0.9% | -1.0% |
| 3M | +3.9% | -0.7% | +4.5% | +1.2% |
| 6M | +14.5% | +36.4% | -21.8% | +0.1% |
| YTD | +12.9% | +92.4% | -79.5% | -11.3% |
| 1Y | +19.4% | +213.5% | -194.2% | -19.7% |
| 3Y | +78.5% | +277.2% | -198.8% | +6.8% |
| 5Y | +81.8% | +219.1% | -137.4% | +9.2% |
| 10Y | +311.5% | +1,744.2% | -1,432.7% | +38.3% |
| All | +311.5% | +1,753.0% | -1,441.4% | +38.3% |
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