-53.1%
TE vs SPYG
+195.8%
-248.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.2% | -0.2% |
| 7D | +0.2% | -0.9% | +1.1% | +1.2% |
| 30D | -5.9% | -1.5% | -4.4% | -4.0% |
| 3M | -45.6% | +3.7% | -49.3% | -46.4% |
| 6M | -43.4% | +16.4% | -59.8% | -49.3% |
| YTD | -31.0% | +13.3% | -44.3% | -36.1% |
| 1Y | +145.2% | +17.9% | +127.3% | +122.1% |
| 3Y | -24.1% | +98.3% | -122.4% | -51.8% |
| 5Y | -48.1% | +86.4% | -134.6% | -66.7% |
| All | -53.1% | +195.8% | -248.8% | -70.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling