+14.8%
SPYM vs TT
-6.5%
+21.3%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.3% | +2.0% |
| 7D | -0.7% | -8.5% | +7.8% | +1.2% |
| 30D | -1.1% | -12.8% | +11.7% | +1.9% |
| 3M | -0.3% | -12.9% | +12.5% | +2.6% |
| 6M | +7.3% | -15.2% | +22.6% | +10.8% |
| YTD | +13.4% | +6.2% | +7.2% | +11.5% |
| 1Y | +14.8% | -4.5% | +19.4% | +17.3% |
| All | +14.8% | -6.5% | +21.3% | +17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling