-45.4%
TE vs SPY
+81.0%
-126.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.0% |
| 7D | +15.0% | -0.4% | +15.3% | +15.8% |
| 30D | -7.5% | -1.4% | -6.2% | -4.7% |
| 3M | -42.0% | +3.7% | -45.7% | -44.6% |
| 6M | -31.4% | +13.0% | -44.4% | -43.7% |
| YTD | -26.5% | +12.4% | -38.9% | -38.4% |
| 1Y | +153.1% | +18.5% | +134.6% | +95.2% |
| 3Y | -20.7% | +77.6% | -98.3% | -67.0% |
| 5Y | -45.4% | +81.7% | -127.1% | -75.1% |
| All | -45.4% | +81.0% | -126.4% | -75.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling