+101.0%
TITN vs SPY
+307.0%
-206.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.0% |
| 7D | +1.9% | +2.6% | -0.7% | -1.0% |
| 30D | -0.8% | -2.0% | +1.1% | +1.8% |
| 3M | +25.2% | -2.8% | +28.0% | +29.8% |
| 6M | +14.2% | +2.1% | +12.0% | +11.6% |
| YTD | +50.1% | +11.5% | +38.6% | +32.2% |
| 1Y | +36.3% | +13.5% | +22.8% | +17.7% |
| 3Y | -11.0% | +77.7% | -88.7% | -55.1% |
| 5Y | -31.0% | +72.6% | -103.6% | -63.7% |
| All | +101.0% | +307.0% | -206.0% | -65.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling