+125.6%
TLTE vs SPY
+574.0%
-448.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.7% |
| 7D | +2.5% | +0.1% | +2.4% | +2.4% |
| 30D | +5.1% | +0.1% | +5.1% | +5.1% |
| 3M | +0.5% | +2.0% | -1.5% | -0.8% |
| 6M | +13.0% | +13.0% | 0.0% | +3.2% |
| YTD | +24.2% | +13.5% | +10.6% | +13.0% |
| 1Y | +35.8% | +20.0% | +15.9% | +18.5% |
| 3Y | +76.7% | +77.2% | -0.5% | +12.0% |
| 5Y | +49.5% | +81.9% | -32.4% | -8.5% |
| 10Y | +125.2% | +314.1% | -188.8% | -34.4% |
| All | +125.6% | +574.0% | -448.4% | -55.3% |
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