+79.5%
TECB vs SPY
+82.3%
-2.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | -0.3% |
| 7D | -0.7% | -0.8% | 0.0% | +0.2% |
| 30D | +1.2% | -1.1% | +2.3% | +2.7% |
| 3M | +8.7% | +3.9% | +4.8% | +3.6% |
| 6M | +30.4% | +13.6% | +16.8% | +11.1% |
| YTD | +24.0% | +12.7% | +11.4% | +6.9% |
| 1Y | +26.9% | +17.5% | +9.4% | +3.7% |
| 3Y | +95.2% | +76.9% | +18.3% | -6.1% |
| All | +79.5% | +82.3% | -2.7% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling