+6,403.8%
TT vs SPYG
+564.9%
+5,839.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +1.0% |
| 7D | 0.0% | +0.4% | -0.4% | -0.3% |
| 30D | -7.2% | -0.4% | -6.7% | -6.8% |
| 3M | -3.0% | +0.5% | -3.5% | -3.7% |
| 6M | +1.4% | +17.5% | -16.1% | -12.7% |
| YTD | +15.9% | +14.3% | +1.5% | +2.0% |
| 1Y | +9.4% | +21.7% | -12.3% | -9.3% |
| 3Y | +124.4% | +98.6% | +25.8% | +17.2% |
| 5Y | +138.0% | +85.1% | +52.9% | +29.9% |
| 10Y | +886.4% | +412.0% | +474.3% | +96.4% |
| All | +6,403.8% | +564.9% | +5,839.0% | +555.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling