-28.9%
TTAM vs SPY
+26.0%
-54.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.9% |
| 7D | -14.5% | -0.6% | -14.0% | -12.8% |
| 30D | -10.6% | -3.7% | -6.9% | -5.2% |
| 3M | -25.8% | -2.7% | -23.1% | -22.2% |
| 6M | -28.9% | +2.2% | -31.0% | -30.0% |
| YTD | -28.5% | +10.8% | -39.4% | -36.4% |
| 1Y | -26.3% | +11.2% | -37.5% | -34.7% |
| All | -28.9% | +26.0% | -54.9% | -47.0% |
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