-100.0%
TECS vs SPY
+1,094.4%
-1,194.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -1.6% |
| 7D | -6.5% | -0.4% | -6.1% | -7.6% |
| 30D | -3.1% | -1.4% | -1.7% | -7.0% |
| 3M | -20.5% | +3.7% | -24.2% | -3.5% |
| 6M | -66.8% | +13.0% | -79.8% | -42.0% |
| YTD | -64.8% | +12.4% | -77.2% | -37.5% |
| 1Y | -73.6% | +18.5% | -92.1% | -41.0% |
| 3Y | -95.2% | +77.6% | -172.8% | -29.4% |
| 5Y | -98.3% | +81.7% | -180.0% | -45.8% |
| 10Y | -100.0% | +319.7% | -419.6% | -89.4% |
| All | -100.0% | +1,094.4% | -1,194.4% | -97.5% |
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