+907.9%
TEI vs SPY
+2,894.2%
-1,986.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.3% | +1.0% |
| 7D | +2.3% | +0.5% | +1.7% | +2.0% |
| 30D | +0.6% | -0.9% | +1.6% | +1.1% |
| 3M | +9.5% | +3.9% | +5.6% | +7.4% |
| 6M | +11.3% | +14.5% | -3.2% | +4.0% |
| YTD | +11.8% | +12.9% | -1.1% | +5.2% |
| 1Y | +24.7% | +19.4% | +5.3% | +14.0% |
| 3Y | +94.8% | +78.5% | +16.4% | +44.4% |
| 5Y | +48.4% | +81.8% | -33.3% | +7.7% |
| 10Y | +59.7% | +311.5% | -251.8% | -25.5% |
| All | +907.9% | +2,894.2% | -1,986.3% | +53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling