+275.9%
TATT vs SPY
+3,091.8%
-2,815.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.8% | +2.6% |
| 7D | +10.1% | +0.1% | +10.0% | +10.1% |
| 30D | -6.2% | +0.1% | -6.3% | -6.2% |
| 3M | -13.0% | +2.0% | -15.0% | -13.7% |
| 6M | -33.7% | +13.0% | -46.7% | -37.1% |
| YTD | -10.5% | +13.5% | -24.0% | -15.1% |
| 1Y | +15.4% | +20.0% | -4.5% | +7.0% |
| 3Y | +379.8% | +77.2% | +302.6% | +274.7% |
| 5Y | +588.0% | +81.9% | +506.1% | +424.3% |
| 10Y | +427.6% | +314.1% | +113.6% | +171.8% |
| All | +275.9% | +3,091.8% | -2,815.9% | -23.0% |
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