-28.6%
TETH vs SPY
+40.7%
-69.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | +0.3% |
| 7D | +3.1% | -0.4% | +3.5% | +3.9% |
| 30D | +31.3% | -1.4% | +32.7% | +35.0% |
| 3M | +48.7% | +3.7% | +45.0% | +37.6% |
| 6M | +21.3% | +13.0% | +8.3% | -5.4% |
| YTD | -16.8% | +12.4% | -29.2% | -33.5% |
| 1Y | -42.5% | +18.5% | -61.0% | -57.9% |
| All | -28.6% | +40.7% | -69.4% | -60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling