+17.0%
TEO vs SPY
+2,834.3%
-2,817.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.5% | +0.8% |
| 7D | -2.7% | +0.1% | -2.7% | -2.8% |
| 30D | -17.1% | -3.3% | -13.7% | -14.6% |
| 3M | -25.8% | -2.4% | -23.4% | -24.3% |
| 6M | -13.2% | +2.6% | -15.8% | -15.2% |
| YTD | -11.6% | +11.2% | -22.9% | -19.4% |
| 1Y | -13.7% | +13.4% | -27.1% | -22.5% |
| 3Y | +95.7% | +79.9% | +15.8% | +17.9% |
| 5Y | +119.5% | +72.2% | +47.3% | +35.7% |
| 10Y | -8.6% | +307.3% | -316.0% | -75.8% |
| All | +17.0% | +2,834.3% | -2,817.2% | -96.5% |
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