-25.8%
TE vs SPYG
+10.8%
-36.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.3% | -4.8% | -7.4% |
| 7D | +3.8% | -2.8% | +6.6% | +12.7% |
| 30D | -26.2% | -6.2% | -20.0% | -9.7% |
| 3M | -49.7% | -3.6% | -46.1% | -43.1% |
| 6M | -46.5% | +4.8% | -51.2% | -48.6% |
| YTD | -59.1% | +11.0% | -70.1% | -61.1% |
| 1Y | -25.8% | +11.2% | -37.0% | -27.2% |
| All | -25.8% | +10.8% | -36.7% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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