+204.2%
TECB vs SPY
+156.3%
+47.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.4% |
| 7D | +0.6% | -0.4% | +1.0% | +1.0% |
| 30D | +1.1% | -1.4% | +2.5% | +2.8% |
| 3M | +9.7% | +3.7% | +6.0% | +5.4% |
| 6M | +30.4% | +13.0% | +17.4% | +14.0% |
| YTD | +24.2% | +12.4% | +11.8% | +9.3% |
| 1Y | +28.7% | +18.5% | +10.2% | +6.8% |
| 3Y | +97.0% | +77.6% | +19.4% | +5.1% |
| 5Y | +77.1% | +81.7% | -4.6% | -6.3% |
| All | +204.2% | +156.3% | +47.9% | +20.1% |
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