+11,045.7%
TT vs SPY
+3,091.8%
+7,953.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.0% |
| 7D | -0.2% | +0.1% | -0.3% | -0.4% |
| 30D | -7.4% | +0.1% | -7.4% | -7.4% |
| 3M | -3.2% | +2.0% | -5.2% | -5.2% |
| 6M | +1.1% | +13.0% | -11.9% | -11.4% |
| YTD | +15.6% | +13.5% | +2.1% | +0.7% |
| 1Y | +9.2% | +20.0% | -10.8% | -10.5% |
| 3Y | +124.4% | +77.2% | +47.2% | +19.5% |
| 5Y | +138.0% | +81.9% | +56.1% | +22.5% |
| 10Y | +886.4% | +314.1% | +572.3% | +100.1% |
| All | +11,045.7% | +3,091.8% | +7,953.9% | +178.3% |
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 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