+17.7%
TEO vs SPY
+2,823.5%
-2,805.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.9% |
| 7D | -0.8% | -0.6% | -0.2% | -0.3% |
| 30D | -16.6% | -3.7% | -12.9% | -13.9% |
| 3M | -27.8% | -2.7% | -25.1% | -26.2% |
| 6M | -12.7% | +2.2% | -14.9% | -14.4% |
| YTD | -11.1% | +10.8% | -21.9% | -18.6% |
| 1Y | -19.0% | +11.2% | -30.2% | -26.1% |
| 3Y | +96.1% | +76.5% | +19.6% | +20.2% |
| 5Y | +114.4% | +72.9% | +41.4% | +32.1% |
| 10Y | -6.7% | +304.8% | -311.5% | -75.1% |
| All | +17.7% | +2,823.5% | -2,805.8% | -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