+17.6%
TEO vs SPY
+312.5%
-294.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | 0.0% |
| 7D | -2.0% | -0.4% | -1.7% | -1.8% |
| 30D | -8.8% | -1.4% | -7.4% | -8.0% |
| 3M | -7.0% | +3.7% | -10.7% | -9.4% |
| 6M | +17.3% | +13.0% | +4.3% | +8.0% |
| YTD | +12.3% | +12.4% | -0.1% | +3.9% |
| 1Y | +79.9% | +18.5% | +61.3% | +61.4% |
| 3Y | +155.4% | +77.6% | +77.8% | +79.0% |
| 5Y | +190.4% | +81.7% | +108.7% | +99.3% |
| 10Y | +17.6% | +319.7% | -302.0% | -50.4% |
| All | +17.6% | +312.5% | -294.9% | -50.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling