+61.3%
TLTE vs SPY
+78.1%
-16.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.1% |
| 7D | +2.2% | +2.6% | -0.4% | +0.1% |
| 30D | -5.9% | -2.0% | -4.0% | -4.3% |
| 3M | -8.4% | -2.8% | -5.6% | -6.2% |
| 6M | -9.2% | +2.1% | -11.3% | -10.2% |
| YTD | +10.2% | +11.5% | -1.3% | +2.8% |
| 1Y | +11.6% | +13.5% | -1.8% | +3.0% |
| 3Y | +61.3% | +77.7% | -16.4% | +4.3% |
| All | +61.3% | +78.1% | -16.8% | +4.3% |
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 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