-53.2%
TE vs SPY
+158.2%
-211.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.8% |
| 7D | -4.0% | +0.1% | -4.1% | -4.0% |
| 30D | -15.9% | +0.1% | -16.0% | -15.8% |
| 3M | -60.5% | +2.0% | -62.5% | -60.6% |
| 6M | -35.2% | +13.0% | -48.2% | -41.7% |
| YTD | -31.1% | +13.5% | -44.7% | -37.9% |
| 1Y | +148.6% | +20.0% | +128.7% | +114.3% |
| 3Y | -26.4% | +77.2% | -103.6% | -51.5% |
| 5Y | -48.0% | +81.9% | -129.9% | -66.7% |
| All | -53.2% | +158.2% | -211.3% | -70.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling