+122.7%
TT vs SPYG
+100.8%
+21.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.1% |
| 7D | +1.6% | +1.2% | +0.4% | +0.6% |
| 30D | -7.3% | -1.6% | -5.8% | -6.2% |
| 3M | -2.6% | +3.4% | -5.9% | -5.1% |
| 6M | +5.9% | +18.9% | -13.0% | -7.5% |
| YTD | +15.4% | +13.8% | +1.6% | +4.0% |
| 1Y | +8.2% | +20.6% | -12.3% | -7.0% |
| 3Y | +122.7% | +100.5% | +22.1% | +18.4% |
| All | +122.7% | +100.8% | +21.9% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 3y: compounded portfolio wealth divided by compounded SPYG 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…
3y analysis · Full analysis span regression · 6 months rolling