-28.7%
TETH vs SPY
+39.9%
-68.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +1.2% |
| 7D | -2.2% | -2.0% | -0.2% | +1.9% |
| 30D | +31.0% | -1.7% | +32.7% | +35.4% |
| 3M | +51.2% | +4.7% | +46.4% | +36.9% |
| 6M | +21.1% | +12.5% | +8.6% | -4.8% |
| YTD | -16.9% | +11.7% | -28.6% | -32.8% |
| 1Y | -42.9% | +17.5% | -60.4% | -57.5% |
| All | -28.7% | +39.9% | -68.6% | -59.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling