-42.9%
TETH vs SPY
+17.2%
-60.2%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +1.4% |
| 7D | -2.2% | -2.0% | -0.2% | +2.8% |
| 30D | +31.0% | -1.7% | +32.7% | +36.4% |
| 3M | +51.2% | +4.7% | +46.4% | +32.1% |
| 6M | +21.1% | +12.5% | +8.6% | -12.6% |
| YTD | -16.9% | +11.7% | -28.6% | -37.6% |
| 1Y | -42.9% | +17.5% | -60.4% | -61.1% |
| All | -42.9% | +17.2% | -60.2% | -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 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