-53.3%
TTAN vs SPY
+18.1%
-71.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.2% | -2.9% |
| 7D | -37.8% | -0.8% | -37.0% | -37.4% |
| 30D | -40.6% | -1.1% | -39.5% | -40.1% |
| 3M | -19.9% | +3.9% | -23.7% | -21.2% |
| 6M | -30.3% | +13.6% | -43.9% | -37.6% |
| YTD | -48.7% | +12.7% | -61.3% | -53.5% |
| 1Y | -53.3% | +17.5% | -70.8% | -59.5% |
| All | -53.3% | +18.1% | -71.4% | -59.5% |
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