-97.4%
TEAD vs SPY
+87.3%
-184.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.9% | +4.2% |
| 7D | +7.6% | +0.5% | +7.1% | +6.9% |
| 30D | -24.5% | -0.9% | -23.5% | -23.4% |
| 3M | -54.3% | +3.9% | -58.2% | -57.2% |
| 6M | -37.6% | +14.5% | -52.1% | -49.7% |
| YTD | -26.0% | +12.9% | -38.9% | -38.6% |
| 1Y | -68.6% | +19.4% | -88.0% | -75.3% |
| 3Y | -90.1% | +78.5% | -168.5% | -95.5% |
| 5Y | -96.8% | +81.8% | -178.6% | -98.7% |
| All | -97.4% | +87.3% | -184.7% | -98.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling