-97.1%
TEAD vs SPY
+79.8%
-176.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +2.4% |
| 7D | -8.9% | -2.0% | -6.9% | -6.1% |
| 30D | -28.3% | -1.7% | -26.6% | -26.4% |
| 3M | -61.3% | +4.7% | -66.0% | -64.2% |
| 6M | -36.0% | +12.5% | -48.5% | -47.0% |
| YTD | -31.8% | +11.7% | -43.5% | -42.6% |
| 1Y | -69.4% | +17.5% | -86.9% | -75.4% |
| 3Y | -90.8% | +76.6% | -167.4% | -95.8% |
| 5Y | -97.1% | +82.0% | -179.2% | -98.8% |
| All | -97.1% | +79.8% | -176.9% | -98.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling