+469.2%
TATT vs SPY
+67.4%
+401.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.3% | +2.7% | +2.8% |
| 7D | +16.4% | -2.7% | +19.1% | +18.5% |
| 30D | +13.8% | -5.4% | +19.2% | +18.1% |
| 3M | -7.2% | -4.1% | -3.2% | -4.5% |
| 6M | +2.1% | +0.7% | +1.4% | +2.1% |
| YTD | -17.2% | +8.7% | -25.8% | -20.7% |
| 1Y | -0.7% | +10.9% | -11.5% | -5.9% |
| 3Y | +336.8% | +75.0% | +261.8% | +247.2% |
| All | +469.2% | +67.4% | +401.9% | +350.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 5y: compounded portfolio wealth divided by compounded SPY 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…
5y analysis · Full analysis span regression · 6 months rolling