+27.5%
TLTE vs SPY
+17.1%
+10.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.1% |
| 7D | -0.8% | -2.0% | +1.1% | +1.9% |
| 30D | +2.5% | -1.7% | +4.2% | +4.8% |
| 3M | +4.2% | +4.7% | -0.5% | -1.9% |
| 6M | +11.6% | +12.5% | -0.9% | -2.8% |
| YTD | +21.5% | +11.7% | +9.8% | +6.5% |
| All | +27.5% | +17.1% | +10.4% | +7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling