-43.4%
TTAN vs SPY
+28.3%
-71.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -30.0% | -0.5% | -29.5% | -29.6% |
| 7D | -38.0% | -0.4% | -37.7% | -37.7% |
| 30D | -34.3% | -1.4% | -32.9% | -33.3% |
| 3M | -19.2% | +3.7% | -22.9% | -21.5% |
| 6M | -29.2% | +13.0% | -42.2% | -36.7% |
| YTD | -46.4% | +12.4% | -58.8% | -51.8% |
| 1Y | -52.2% | +18.5% | -70.8% | -59.1% |
| All | -43.4% | +28.3% | -71.7% | -55.9% |
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