-24.5%
TE vs SPYG
+96.8%
-121.3%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.8% | -5.9% | -5.1% |
| 7D | +0.9% | -1.8% | +2.7% | +4.6% |
| 30D | -16.3% | -1.9% | -14.3% | -12.6% |
| 3M | -40.8% | +5.2% | -45.9% | -43.9% |
| 6M | -42.6% | +15.6% | -58.2% | -52.8% |
| YTD | -31.4% | +12.4% | -43.9% | -40.0% |
| 1Y | +144.9% | +17.5% | +127.5% | +102.9% |
| All | -24.5% | +96.8% | -121.3% | -67.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling