-76.6%
TELO vs SPY
+57.8%
-134.4%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.9% |
| 7D | +0.9% | -0.8% | +1.6% | +1.8% |
| 30D | +5.4% | -1.1% | +6.5% | +6.7% |
| 3M | -7.1% | +3.9% | -11.0% | -11.4% |
| 6M | -17.6% | +13.6% | -31.2% | -29.3% |
| YTD | -12.0% | +12.7% | -24.7% | -23.5% |
| 1Y | -14.6% | +17.5% | -32.1% | -28.4% |
| All | -76.6% | +57.8% | -134.4% | -81.7% |
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 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