+78.0%
SPYM vs TTMI
+421.7%
-343.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | -0.1% |
| 7D | +2.6% | +11.4% | -8.8% | +1.1% |
| 30D | -2.0% | -28.3% | +26.3% | +0.7% |
| 3M | -2.8% | -46.7% | +43.9% | +3.1% |
| 6M | +2.2% | -56.1% | +58.3% | +9.8% |
| YTD | +11.5% | +7.4% | +4.2% | +2.4% |
| 1Y | +13.5% | +17.4% | -3.9% | +1.8% |
| 3Y | +78.0% | +429.1% | -351.1% | +13.6% |
| All | +78.0% | +421.7% | -343.7% | +13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling