+3,029.2%
SPY vs TER
+6,486.2%
-3,457.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +12.7% | -10.4% | -0.1% |
| 7D | +0.1% | -5.8% | +5.8% | +0.9% |
| 30D | -3.3% | -38.9% | +35.6% | +5.6% |
| 3M | -2.4% | -35.1% | +32.7% | +4.5% |
| 6M | +2.6% | -31.6% | +34.1% | +6.4% |
| YTD | +11.2% | +27.2% | -16.0% | -0.3% |
| 1Y | +13.4% | +35.2% | -21.8% | +0.2% |
| 3Y | +79.9% | +192.8% | -112.9% | +30.2% |
| 5Y | +72.2% | +72.4% | -0.2% | +35.5% |
| 10Y | +307.3% | +1,001.8% | -694.5% | +115.6% |
| All | +3,029.2% | +6,486.2% | -3,457.0% | +919.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling