+67.6%
SPY vs TT
+129.2%
-61.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -0.6% |
| 7D | -2.7% | -2.0% | -0.7% | -2.0% |
| 30D | -5.4% | -14.0% | +8.6% | +0.1% |
| 3M | -4.1% | -15.9% | +11.8% | +2.2% |
| 6M | +0.7% | -17.3% | +18.0% | +7.5% |
| YTD | +8.7% | +4.0% | +4.7% | +4.8% |
| 1Y | +10.9% | -7.1% | +18.0% | +12.1% |
| 3Y | +75.0% | +90.2% | -15.2% | +25.1% |
| All | +67.6% | +129.2% | -61.6% | -0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling