-98.7%
BTTC vs SPY
+13.7%
-112.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.8% | +5.1% |
| 7D | +13.0% | +2.6% | +10.4% | +8.6% |
| 30D | -23.9% | -2.0% | -22.0% | -20.6% |
| 3M | -50.3% | -2.8% | -47.5% | -47.9% |
| 6M | -75.1% | +2.1% | -77.2% | -74.4% |
| YTD | -81.1% | +11.5% | -92.5% | -82.3% |
| 1Y | -90.1% | +13.5% | -103.6% | -91.0% |
| All | -98.7% | +13.7% | -112.4% | -98.8% |
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