-6.2%
TTAM vs SPY
+29.1%
-35.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.2% |
| 7D | +3.0% | +0.1% | +2.9% | +2.9% |
| 30D | -3.6% | +0.1% | -3.7% | -3.7% |
| 3M | -3.0% | +2.0% | -5.0% | -5.5% |
| 6M | -9.6% | +13.0% | -22.6% | -22.6% |
| YTD | -5.7% | +13.5% | -19.2% | -19.6% |
| 1Y | +1.8% | +20.0% | -18.2% | -18.4% |
| All | -6.2% | +29.1% | -35.3% | -33.0% |
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 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