+3,094.0%
SPY vs TER
+9,458.9%
-6,364.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.5% | -5.9% | -1.5% |
| 7D | +0.1% | +0.6% | -0.5% | -0.1% |
| 30D | +0.1% | -8.3% | +8.3% | +1.4% |
| 3M | +2.0% | -12.2% | +14.2% | +2.4% |
| 6M | +13.0% | +17.1% | -4.1% | +5.3% |
| YTD | +13.5% | +84.7% | -71.1% | -4.2% |
| 1Y | +20.0% | +199.9% | -180.0% | -9.3% |
| 3Y | +77.2% | +232.8% | -155.6% | +26.7% |
| 5Y | +81.9% | +198.6% | -116.7% | +29.8% |
| 10Y | +314.1% | +1,669.7% | -1,355.7% | +102.4% |
| All | +3,094.0% | +9,458.9% | -6,364.9% | +879.8% |
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