+19.4%
SPY vs TER
+210.1%
-190.7%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.2% | -4.8% | -0.9% |
| 7D | +0.5% | +11.0% | -10.4% | -0.5% |
| 30D | -0.9% | -1.9% | +0.9% | -0.9% |
| 3M | +3.9% | -0.7% | +4.5% | +2.8% |
| 6M | +14.5% | +36.4% | -21.8% | +8.5% |
| YTD | +12.9% | +92.4% | -79.5% | +3.3% |
| 1Y | +19.4% | +213.5% | -194.2% | +5.7% |
| All | +19.4% | +210.1% | -190.7% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling