+159.3%
SPYM vs TE
-48.3%
+207.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.0% | -10.6% | -1.1% |
| 7D | +0.6% | +18.2% | -17.6% | -0.4% |
| 30D | -0.9% | -13.5% | +12.6% | -0.3% |
| 3M | +3.9% | -44.6% | +48.5% | +6.4% |
| 6M | +14.5% | -24.7% | +39.3% | +13.9% |
| YTD | +13.0% | -24.3% | +37.2% | +11.5% |
| 1Y | +19.4% | +155.6% | -136.1% | +7.0% |
| 3Y | +78.9% | -18.3% | +97.1% | +65.7% |
| 5Y | +82.3% | -41.3% | +123.6% | +69.3% |
| All | +159.3% | -48.3% | +207.5% | +152.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling