+329.3%
TECL vs SPY
+77.0%
+252.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.9% | +3.0% | +0.2% |
| 7D | +0.3% | -0.8% | +1.1% | +3.8% |
| 30D | -3.8% | -1.1% | -2.7% | +1.3% |
| 3M | -1.9% | +3.9% | -5.7% | -12.4% |
| 6M | +98.7% | +13.6% | +85.1% | +30.9% |
| YTD | +75.7% | +12.7% | +63.0% | +23.1% |
| 1Y | +98.3% | +17.5% | +80.8% | +21.7% |
| 3Y | +329.3% | +76.9% | +252.4% | -22.8% |
| All | +329.3% | +77.0% | +252.3% | -22.8% |
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