-80.5%
TE vs SPY
+153.5%
-234.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.7% | -2.6% |
| 7D | -19.1% | +2.6% | -21.7% | -21.5% |
| 30D | -34.1% | -2.0% | -32.2% | -32.0% |
| 3M | -60.1% | -2.8% | -57.3% | -58.2% |
| 6M | -66.0% | +2.1% | -68.1% | -65.4% |
| YTD | -71.4% | +11.5% | -82.9% | -73.3% |
| 1Y | -45.3% | +13.5% | -58.7% | -49.6% |
| 3Y | +9.1% | +77.7% | -68.6% | -26.8% |
| 5Y | -82.6% | +72.6% | -155.2% | -88.4% |
| All | -80.5% | +153.5% | -234.0% | -87.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling