+753.3%
TT vs SPY
+312.9%
+440.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.1% |
| 7D | -2.0% | -2.7% | +0.7% | +0.7% |
| 30D | -14.0% | -5.4% | -8.6% | -9.1% |
| 3M | -15.9% | -4.1% | -11.8% | -12.2% |
| 6M | -17.3% | +0.7% | -18.0% | -17.7% |
| YTD | +4.0% | +8.7% | -4.7% | -4.0% |
| 1Y | -7.1% | +10.9% | -18.0% | -15.9% |
| 3Y | +90.2% | +75.0% | +15.2% | +9.4% |
| 5Y | +131.1% | +67.8% | +63.3% | +38.4% |
| All | +753.3% | +312.9% | +440.4% | +81.1% |
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