-92.4%
TECX vs SPY
+210.2%
-302.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.6% | -5.5% | -5.4% |
| 7D | -4.4% | -2.0% | -2.4% | -2.1% |
| 30D | -10.2% | -1.7% | -8.6% | -8.5% |
| 3M | +2.0% | +4.7% | -2.7% | -3.7% |
| 6M | -13.9% | +12.5% | -26.4% | -25.2% |
| YTD | +37.2% | +11.7% | +25.4% | +19.5% |
| 1Y | +65.3% | +17.5% | +47.8% | +36.5% |
| 3Y | +47.2% | +76.6% | -29.4% | -22.6% |
| 5Y | -61.8% | +82.0% | -143.8% | -80.5% |
| All | -92.4% | +210.2% | -302.5% | -98.1% |
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