-0.6%
TERG vs SPY
+13.2%
-13.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | +1.9% |
| 7D | -21.5% | -0.6% | -20.9% | -14.7% |
| 30D | -66.6% | -3.7% | -62.9% | -52.6% |
| 3M | -63.5% | -2.7% | -60.8% | -51.1% |
| 6M | -70.5% | +2.2% | -72.7% | -67.7% |
| YTD | -22.4% | +10.8% | -33.2% | -43.3% |
| All | -0.6% | +13.2% | -13.7% | -38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling