+111.7%
TITN vs SPY
+322.5%
-210.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.6% | -2.8% |
| 7D | -11.4% | -0.8% | -10.7% | -10.6% |
| 30D | +25.6% | -1.1% | +26.7% | +27.2% |
| 3M | +21.9% | +3.9% | +18.0% | +16.5% |
| 6M | +29.1% | +13.6% | +15.5% | +10.6% |
| YTD | +54.4% | +12.7% | +41.7% | +34.0% |
| 1Y | +16.4% | +17.5% | -1.1% | -4.0% |
| 3Y | -18.4% | +76.9% | -95.3% | -58.8% |
| 5Y | -12.4% | +83.6% | -96.0% | -57.4% |
| All | +111.7% | +322.5% | -210.8% | -68.9% |
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