+311.5%
SPY vs TT
+899.5%
-588.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +0.5% | +1.6% | -1.0% | -0.1% |
| 30D | -0.9% | -7.3% | +6.4% | +2.2% |
| 3M | +3.9% | -2.6% | +6.5% | +4.5% |
| 6M | +14.5% | +5.9% | +8.6% | +10.6% |
| YTD | +12.9% | +15.4% | -2.5% | +4.5% |
| 1Y | +19.4% | +8.2% | +11.1% | +13.2% |
| 3Y | +78.5% | +122.7% | -44.2% | +18.6% |
| 5Y | +81.8% | +145.0% | -63.2% | +12.5% |
| 10Y | +311.5% | +893.7% | -582.2% | +36.9% |
| All | +311.5% | +899.5% | -588.0% | +36.9% |
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