+5.2%
SSPC vs TT
-12.1%
+17.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.7% | +9.5% | +6.3% |
| 7D | +11.8% | -8.5% | +20.3% | +5.0% |
| 30D | +44.7% | -12.8% | +57.5% | +32.6% |
| 3M | -40.7% | -12.9% | -27.8% | -43.9% |
| All | +5.2% | -12.1% | +17.3% | +0.9% |
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 · Available span rolling