+72.6%
SPY vs TER
+71.7%
+0.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.4% | +5.0% | +0.7% |
| 7D | +2.6% | +14.4% | -11.8% | -0.2% |
| 30D | -2.0% | -30.6% | +28.6% | +4.4% |
| 3M | -2.8% | -39.2% | +36.4% | +5.4% |
| 6M | +2.1% | -31.3% | +33.4% | +5.3% |
| YTD | +11.5% | +29.1% | -17.6% | -4.0% |
| 1Y | +13.5% | +47.4% | -34.0% | -5.8% |
| 3Y | +77.7% | +191.2% | -113.5% | +11.7% |
| All | +72.6% | +71.7% | +0.8% | +17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling