+82,695.2%
TECL vs SPY
+1,087.2%
+81,608.0%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -2.3% |
| 7D | -1.5% | -2.0% | +0.5% | +5.5% |
| 30D | -3.3% | -1.7% | -1.6% | +2.9% |
| 3M | +5.2% | +4.7% | +0.5% | -5.7% |
| 6M | +94.1% | +12.5% | +81.6% | +44.6% |
| YTD | +69.1% | +11.7% | +57.4% | +32.4% |
| 1Y | +92.2% | +17.5% | +74.7% | +31.7% |
| 3Y | +319.2% | +76.6% | +242.7% | +3.1% |
| 5Y | +227.9% | +82.0% | +145.9% | +12.9% |
| 10Y | +4,919.2% | +317.1% | +4,602.0% | +197.9% |
| All | +82,695.2% | +1,087.2% | +81,608.0% | +433.4% |
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