-48.5%
TE vs SPYG
+197.0%
-245.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.5% | +10.5% | +10.5% |
| 7D | +18.2% | +1.2% | +17.0% | +16.8% |
| 30D | -13.5% | -1.6% | -12.0% | -11.8% |
| 3M | -44.6% | +3.4% | -47.9% | -45.0% |
| 6M | -24.7% | +18.9% | -43.6% | -34.0% |
| YTD | -24.3% | +13.8% | -38.0% | -30.2% |
| 1Y | +155.6% | +20.6% | +135.0% | +126.4% |
| 3Y | -18.3% | +100.5% | -118.8% | -48.7% |
| 5Y | -41.3% | +84.6% | -125.9% | -62.5% |
| All | -48.5% | +197.0% | -245.4% | -67.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling