-24.4%
TITN vs SPY
+74.6%
-99.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +0.6% |
| 7D | +7.7% | -0.9% | +8.6% | +9.2% |
| 30D | +5.1% | -2.4% | +7.5% | +8.4% |
| 3M | +29.0% | -1.2% | +30.1% | +30.9% |
| 6M | +13.6% | +3.3% | +10.3% | +9.5% |
| YTD | +61.3% | +12.3% | +49.0% | +40.8% |
| 1Y | +49.7% | +12.4% | +37.2% | +30.5% |
| 3Y | -3.9% | +78.8% | -82.7% | -51.1% |
| 5Y | -24.4% | +75.2% | -99.5% | -59.4% |
| All | -24.4% | +74.6% | -99.0% | -59.4% |
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