-10.2%
TITN vs SPY
+81.0%
-91.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.4% |
| 7D | +4.1% | -0.4% | +4.5% | +4.5% |
| 30D | +33.2% | -1.4% | +34.6% | +35.4% |
| 3M | +18.2% | +3.7% | +14.5% | +13.1% |
| 6M | +36.5% | +13.0% | +23.5% | +17.8% |
| YTD | +62.0% | +12.4% | +49.6% | +41.1% |
| 1Y | +19.9% | +18.5% | +1.4% | -1.9% |
| 3Y | -13.2% | +77.6% | -90.9% | -55.7% |
| 5Y | -10.2% | +81.7% | -91.9% | -54.3% |
| All | -10.2% | +81.0% | -91.2% | -54.3% |
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 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