-0.6%
TEO vs SPY
+307.0%
-307.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.6% |
| 7D | +6.0% | +2.6% | +3.4% | +4.2% |
| 30D | -14.9% | -2.0% | -12.9% | -13.7% |
| 3M | -20.9% | -2.8% | -18.1% | -19.4% |
| 6M | -10.6% | +2.1% | -12.7% | -11.9% |
| YTD | -9.0% | +11.5% | -20.4% | -15.3% |
| 1Y | -17.2% | +13.5% | -30.7% | -23.9% |
| 3Y | +105.8% | +77.7% | +28.1% | +44.3% |
| 5Y | +127.0% | +72.6% | +54.4% | +60.2% |
| All | -0.6% | +307.0% | -307.6% | -58.1% |
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