+26.7%
TTEK vs SPY
+82.3%
-55.6%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.5% |
| 7D | +1.6% | -0.8% | +2.4% | +2.3% |
| 30D | +3.0% | -1.1% | +4.1% | +4.0% |
| 3M | +31.0% | +3.9% | +27.1% | +26.5% |
| 6M | +8.5% | +13.6% | -5.1% | -3.3% |
| YTD | +9.5% | +12.7% | -3.2% | -1.6% |
| 1Y | +1.7% | +17.5% | -15.8% | -12.4% |
| 3Y | +20.4% | +76.9% | -56.5% | -33.3% |
| All | +26.7% | +82.3% | -55.6% | -32.6% |
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 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