+17.6%
SPYM vs TE
+149.2%
-131.6%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +0.8% |
| 7D | -0.8% | +0.2% | -1.0% | -0.8% |
| 30D | -1.1% | -5.9% | +4.8% | -1.0% |
| 3M | +3.9% | -45.6% | +49.5% | +5.3% |
| 6M | +13.6% | -43.4% | +57.0% | +14.7% |
| YTD | +12.7% | -31.0% | +43.7% | +12.9% |
| 1Y | +17.6% | +145.2% | -127.6% | +16.4% |
| All | +17.6% | +149.2% | -131.6% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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