+93.0%
TEKX vs SPY
+20.8%
+72.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.7% |
| 7D | +6.3% | +0.1% | +6.1% | +6.1% |
| 30D | -2.8% | +0.1% | -2.9% | -2.9% |
| 3M | -8.2% | +2.0% | -10.1% | -11.9% |
| 6M | +41.8% | +13.0% | +28.7% | +8.3% |
| YTD | +63.9% | +13.5% | +50.4% | +24.3% |
| 1Y | +93.0% | +20.0% | +73.0% | +32.0% |
| All | +93.0% | +20.8% | +72.2% | +32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling