+160.1%
TITN vs SPY
+632.9%
-472.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.8% | -0.4% | +15.2% | +15.3% |
| 7D | +46.8% | +0.1% | +46.7% | +46.5% |
| 30D | +33.4% | +0.1% | +33.3% | +33.1% |
| 3M | +8.7% | +2.0% | +6.7% | +6.1% |
| 6M | +32.5% | +13.0% | +19.5% | +13.7% |
| YTD | +74.3% | +13.5% | +60.8% | +49.1% |
| 1Y | +28.2% | +20.0% | +8.2% | +2.4% |
| 3Y | -11.4% | +77.2% | -88.6% | -56.6% |
| 5Y | -5.9% | +81.9% | -87.7% | -55.2% |
| 10Y | +137.7% | +314.1% | -176.3% | -60.0% |
| All | +160.1% | +632.9% | -472.8% | -79.9% |
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 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