-25.8%
TE vs SPY
+14.6%
-40.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.7% | -5.2% | -10.1% |
| 7D | +3.8% | -0.7% | +4.5% | +6.5% |
| 30D | -26.2% | -1.0% | -25.2% | -22.7% |
| 3M | -49.7% | -0.3% | -49.4% | -48.4% |
| 6M | -46.5% | +7.3% | -53.8% | -55.0% |
| YTD | -59.1% | +13.3% | -72.5% | -68.3% |
| 1Y | -25.8% | +14.8% | -40.6% | -45.6% |
| All | -25.8% | +14.6% | -40.5% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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