+309.3%
SPY vs TTMI
+408.9%
-99.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.2% |
| 7D | +3.3% | +22.6% | -19.3% | -0.8% |
| 30D | -2.7% | -34.3% | +31.6% | +3.2% |
| 3M | -1.7% | -44.8% | +43.0% | +6.9% |
| 6M | +3.1% | -53.3% | +56.4% | +13.7% |
| YTD | +11.9% | +10.6% | +1.3% | -1.2% |
| 1Y | +12.0% | +8.2% | +3.8% | -1.6% |
| 3Y | +78.2% | +435.7% | -357.5% | 0.0% |
| 5Y | +73.2% | +434.2% | -360.9% | -6.3% |
| All | +309.3% | +408.9% | -99.5% | +107.2% |
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