-18.2%
TTAN vs SPY
+27.2%
-45.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +1.9% | +1.9% |
| 7D | +1.0% | +2.6% | -1.6% | -1.0% |
| 30D | +13.6% | -2.0% | +15.6% | +15.4% |
| 3M | -11.8% | -2.8% | -9.1% | -9.8% |
| 6M | +47.1% | +2.1% | +45.0% | +44.1% |
| YTD | -22.4% | +11.5% | -33.9% | -30.0% |
| 1Y | -7.2% | +13.5% | -20.6% | -17.6% |
| All | -18.2% | +27.2% | -45.4% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling