+311.2%
SPY vs TTMI
+1,087.8%
-776.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.3% |
| 7D | -2.0% | +6.0% | -8.0% | -3.2% |
| 30D | -1.7% | -6.4% | +4.8% | -0.9% |
| 3M | +4.7% | -28.9% | +33.7% | +9.8% |
| 6M | +12.5% | +26.9% | -14.4% | +2.6% |
| YTD | +11.7% | +77.3% | -65.6% | -7.0% |
| 1Y | +17.5% | +147.5% | -130.0% | -11.1% |
| 3Y | +76.6% | +847.6% | -771.1% | -7.6% |
| 5Y | +82.0% | +802.2% | -720.2% | -6.7% |
| All | +311.2% | +1,087.8% | -776.5% | +94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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