-80.8%
TE vs SPY
+74.6%
-155.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.6% | +0.1% |
| 7D | -22.0% | -0.9% | -21.1% | -19.8% |
| 30D | -33.6% | -2.4% | -31.3% | -29.4% |
| 3M | -61.1% | -1.2% | -59.9% | -59.3% |
| 6M | -64.7% | +3.3% | -68.0% | -64.9% |
| YTD | -68.1% | +12.3% | -80.4% | -72.8% |
| 1Y | -51.7% | +12.4% | -64.1% | -58.5% |
| 3Y | +42.0% | +78.8% | -36.8% | -41.1% |
| 5Y | -80.8% | +75.2% | -156.0% | -90.7% |
| All | -80.8% | +74.6% | -155.4% | -90.7% |
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