-31.7%
TTAM vs SPY
+23.5%
-55.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -4.0% |
| 7D | -18.8% | -2.7% | -16.1% | -14.7% |
| 30D | -15.1% | -5.4% | -9.8% | -7.7% |
| 3M | -28.4% | -4.1% | -24.3% | -23.4% |
| 6M | -33.7% | +0.7% | -34.4% | -33.4% |
| YTD | -31.4% | +8.7% | -40.0% | -37.2% |
| 1Y | -25.9% | +10.9% | -36.8% | -33.8% |
| All | -31.7% | +23.5% | -55.3% | -47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling