+48.6%
TEO vs SPY
+2,895.1%
-2,846.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.8% |
| 7D | -0.2% | +0.1% | -0.3% | -0.4% |
| 30D | -5.3% | +0.1% | -5.4% | -5.4% |
| 3M | -1.5% | +2.0% | -3.5% | -3.4% |
| 6M | +13.8% | +13.0% | +0.8% | +2.4% |
| YTD | +12.2% | +13.5% | -1.3% | +0.7% |
| 1Y | +55.7% | +20.0% | +35.7% | +33.7% |
| 3Y | +133.6% | +77.2% | +56.4% | +42.7% |
| 5Y | +190.7% | +81.9% | +108.8% | +71.4% |
| 10Y | +18.9% | +314.1% | -295.2% | -68.9% |
| All | +48.6% | +2,895.1% | -2,846.4% | -95.6% |
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