+264.0%
SPOT vs TT
+681.4%
-417.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.5% |
| 7D | -0.9% | 0.0% | -0.9% | -0.9% |
| 30D | +12.5% | -7.2% | +19.6% | +15.4% |
| 3M | +9.9% | -3.0% | +12.9% | +9.9% |
| 6M | +1.6% | +1.4% | +0.2% | -0.8% |
| YTD | -6.6% | +15.9% | -22.5% | -14.0% |
| 1Y | -22.9% | +9.4% | -32.4% | -27.6% |
| 3Y | +244.3% | +124.4% | +119.9% | +135.5% |
| 5Y | +117.8% | +138.0% | -20.2% | +39.2% |
| All | +264.0% | +681.4% | -417.4% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded TT 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling