+157.7%
TEKX vs SPY
+41.5%
+116.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -2.5% |
| 7D | -1.1% | -2.0% | +0.9% | +3.0% |
| 30D | -2.0% | -1.7% | -0.3% | +1.5% |
| 3M | -2.8% | +4.7% | -7.6% | -11.0% |
| 6M | +44.3% | +12.5% | +31.8% | +16.4% |
| YTD | +59.3% | +11.7% | +47.6% | +31.0% |
| 1Y | +71.0% | +17.5% | +53.5% | +28.8% |
| All | +157.7% | +41.5% | +116.3% | +61.1% |
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 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