+828.4%
SPYM vs TT
+2,493.2%
-1,664.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.7% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +0.1% | -7.2% | +7.2% | +2.8% |
| 3M | +2.0% | -3.0% | +5.0% | +2.8% |
| 6M | +13.1% | +1.4% | +11.7% | +11.6% |
| YTD | +13.6% | +15.9% | -2.3% | +6.3% |
| 1Y | +20.1% | +9.4% | +10.6% | +14.5% |
| 3Y | +77.6% | +124.4% | -46.8% | +27.0% |
| 5Y | +82.5% | +138.0% | -55.5% | +25.9% |
| 10Y | +317.6% | +886.4% | -568.8% | +69.4% |
| All | +828.4% | +2,493.2% | -1,664.8% | +135.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling