-93.2%
TELA vs SPY
+173.1%
-266.2%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.5% | +10.2% | +10.2% |
| 7D | +21.1% | -0.4% | +21.5% | +21.5% |
| 30D | -2.0% | -1.4% | -0.7% | -0.9% |
| 3M | -2.6% | +3.7% | -6.3% | -5.8% |
| 6M | +2.9% | +13.0% | -10.1% | -8.4% |
| YTD | -22.8% | +12.4% | -35.2% | -30.9% |
| 1Y | -43.1% | +18.5% | -61.6% | -51.6% |
| 3Y | -89.8% | +77.6% | -167.4% | -94.2% |
| 5Y | -92.7% | +81.7% | -174.3% | -96.0% |
| All | -93.2% | +173.1% | -266.2% | -97.7% |
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