+303.9%
SPY vs TT
+764.8%
-460.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -0.7% |
| 7D | -2.7% | -2.0% | -0.7% | -1.9% |
| 30D | -5.4% | -14.0% | +8.6% | +0.6% |
| 3M | -4.1% | -15.9% | +11.8% | +2.8% |
| 6M | +0.7% | -17.3% | +18.0% | +8.2% |
| YTD | +8.7% | +4.0% | +4.7% | +4.7% |
| 1Y | +10.9% | -7.1% | +18.0% | +12.2% |
| 3Y | +75.0% | +90.2% | -15.2% | +24.6% |
| 5Y | +67.8% | +131.1% | -63.3% | +5.7% |
| All | +303.9% | +764.8% | -460.8% | +42.0% |
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