+750.6%
TT vs SPY
+315.0%
+435.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.4% | +2.3% | +2.3% |
| 7D | +1.7% | +0.1% | +1.7% | +1.7% |
| 30D | -11.8% | -3.3% | -8.5% | -8.7% |
| 3M | -12.6% | -2.4% | -10.2% | -10.3% |
| 6M | -9.4% | +2.6% | -11.9% | -11.4% |
| YTD | +8.8% | +11.2% | -2.4% | -1.8% |
| 1Y | -2.5% | +13.4% | -15.9% | -13.7% |
| 3Y | +95.7% | +79.9% | +15.8% | +9.6% |
| 5Y | +135.7% | +72.2% | +63.6% | +37.7% |
| 10Y | +750.6% | +307.3% | +443.3% | +87.5% |
| All | +750.6% | +315.0% | +435.6% | +87.5% |
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