+307.3%
SPY vs TT
+782.6%
-475.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.7% | -2.3% | +0.4% |
| 7D | +0.1% | +1.7% | -1.7% | -0.7% |
| 30D | -3.3% | -11.8% | +8.5% | +1.7% |
| 3M | -2.4% | -12.6% | +10.2% | +2.9% |
| 6M | +2.6% | -9.4% | +11.9% | +5.9% |
| YTD | +11.2% | +8.8% | +2.4% | +5.1% |
| 1Y | +13.4% | -2.5% | +15.9% | +12.4% |
| 3Y | +79.9% | +95.7% | -15.8% | +26.6% |
| 5Y | +72.2% | +135.7% | -63.6% | +7.6% |
| 10Y | +307.3% | +750.6% | -443.3% | +41.9% |
| All | +307.3% | +782.6% | -475.3% | +41.9% |
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 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