-7.2%
TTAN vs SPY
+21.3%
-28.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.5% |
| 7D | -7.5% | +0.3% | -7.8% | -7.6% |
| 30D | +8.0% | +0.2% | +7.7% | +7.8% |
| 3M | +28.2% | +2.8% | +25.4% | +27.1% |
| 6M | +22.9% | +14.3% | +8.6% | +10.1% |
| YTD | -12.6% | +14.0% | -26.6% | -21.1% |
| All | -7.2% | +21.3% | -28.5% | -16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling