+16.0%
TERG vs SPY
+14.7%
+1.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.7% | +1.3% | +15.4% | +7.5% |
| 7D | +6.8% | -0.9% | +7.7% | +23.0% |
| 30D | -57.1% | -2.4% | -54.7% | -44.2% |
| 3M | -60.4% | -1.2% | -59.2% | -52.1% |
| 6M | -66.9% | +3.3% | -70.2% | -66.2% |
| YTD | -9.5% | +12.3% | -21.8% | -39.1% |
| All | +16.0% | +14.7% | +1.3% | -34.3% |
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