+318.0%
SPYM vs TTMI
+1,127.6%
-809.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.4% | -2.5% | +0.2% |
| 7D | -0.8% | +0.7% | -1.5% | -0.9% |
| 30D | -1.1% | -8.4% | +7.4% | +0.2% |
| 3M | +3.9% | -32.5% | +36.3% | +10.2% |
| 6M | +13.6% | +32.5% | -18.9% | +2.7% |
| YTD | +12.7% | +83.2% | -70.5% | -6.9% |
| 1Y | +17.6% | +161.7% | -144.1% | -12.2% |
| 3Y | +77.2% | +890.1% | -812.9% | -8.6% |
| 5Y | +84.1% | +832.4% | -748.3% | -6.7% |
| All | +318.0% | +1,127.6% | -809.5% | +93.3% |
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