+11.3%
SPYM vs TT
-2.5%
+13.8%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | -0.6% | +0.8% | -1.4% | -0.8% |
| 30D | -3.7% | -11.8% | +8.1% | -1.1% |
| 3M | -2.7% | -11.6% | +8.8% | -0.3% |
| 6M | +2.2% | -9.3% | +11.5% | +3.9% |
| YTD | +10.9% | +8.9% | +2.0% | +8.4% |
| 1Y | +11.3% | -2.2% | +13.6% | +12.9% |
| All | +11.3% | -2.5% | +13.8% | +12.9% |
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