-19.1%
TE vs SPXU
-79.8%
+60.7%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.4% | -1.7% |
| 7D | +15.0% | +1.3% | +13.7% | +16.3% |
| 30D | -7.5% | +5.1% | -12.7% | -2.9% |
| 3M | -42.0% | -9.1% | -32.8% | -43.7% |
| 6M | -31.4% | -29.6% | -1.8% | -43.0% |
| YTD | -26.5% | -27.7% | +1.2% | -36.1% |
| 1Y | +153.1% | -37.0% | +190.1% | +105.1% |
| All | -19.1% | -79.8% | +60.7% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 3y: compounded portfolio wealth divided by compounded SPXU 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…
3y analysis · Full analysis span regression · 6 months rolling