+6,718.2%
TTEK vs SPY
+3,040.6%
+3,677.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +1.2% |
| 7D | -1.6% | -2.0% | +0.4% | +0.4% |
| 30D | +1.1% | -1.7% | +2.8% | +2.9% |
| 3M | +31.8% | +4.7% | +27.1% | +25.4% |
| 6M | +6.9% | +12.5% | -5.6% | -5.6% |
| YTD | +7.1% | +11.7% | -4.6% | -4.6% |
| 1Y | +1.0% | +17.5% | -16.5% | -15.0% |
| 3Y | +17.2% | +76.6% | -59.4% | -36.4% |
| 5Y | +25.0% | +82.0% | -57.0% | -33.8% |
| 10Y | +449.8% | +317.1% | +132.7% | +29.0% |
| All | +6,718.2% | +3,040.6% | +3,677.6% | +426.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling