+268.6%
TATT vs SPY
+3,015.5%
-2,746.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.0% | +1.8% |
| 7D | +1.0% | -0.6% | +1.6% | +1.4% |
| 30D | +15.6% | -3.7% | +19.3% | +17.8% |
| 3M | -0.5% | -2.7% | +2.3% | +1.0% |
| 6M | +7.6% | +2.2% | +5.4% | +6.8% |
| YTD | -12.2% | +10.8% | -23.1% | -15.8% |
| 1Y | -2.0% | +11.2% | -13.2% | -6.1% |
| 3Y | +373.9% | +76.5% | +297.4% | +271.4% |
| 5Y | +513.3% | +72.9% | +440.4% | +378.8% |
| 10Y | +506.8% | +304.8% | +202.0% | +216.3% |
| All | +268.6% | +3,015.5% | -2,746.9% | -23.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling