+307.8%
SPY vs TT
+725.1%
-417.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.1% | +0.2% |
| 7D | +2.6% | +4.0% | -1.4% | +0.9% |
| 30D | -2.0% | -11.3% | +9.3% | +2.9% |
| 3M | -2.8% | -12.3% | +9.5% | +2.4% |
| 6M | +2.1% | -10.8% | +13.0% | +6.3% |
| YTD | +11.5% | +8.2% | +3.3% | +5.6% |
| 1Y | +13.5% | +1.5% | +12.0% | +10.5% |
| 3Y | +77.7% | +91.5% | -13.8% | +26.2% |
| 5Y | +72.6% | +130.2% | -57.6% | +9.1% |
| All | +307.8% | +725.1% | -417.2% | +42.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling