+322.9%
SPYM vs TT
+906.5%
-583.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -0.4% | +1.4% | -1.8% | -1.0% |
| 30D | -1.4% | -6.7% | +5.3% | +1.5% |
| 3M | +3.7% | -5.4% | +9.2% | +5.7% |
| 6M | +13.0% | +4.4% | +8.7% | +9.9% |
| YTD | +12.5% | +14.9% | -2.5% | +4.2% |
| 1Y | +18.6% | +9.3% | +9.4% | +12.0% |
| 3Y | +78.0% | +121.7% | -43.7% | +18.3% |
| 5Y | +82.3% | +148.2% | -65.8% | +11.9% |
| 10Y | +322.9% | +957.3% | -634.4% | +38.1% |
| All | +322.9% | +906.5% | -583.7% | +38.1% |
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