-19.2%
TTAN vs SPY
+28.9%
-48.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.5% | -6.7% | -6.8% |
| 7D | -14.5% | +0.5% | -15.1% | -14.9% |
| 30D | -5.0% | -0.9% | -4.0% | -4.1% |
| 3M | +11.8% | +3.9% | +7.9% | +8.3% |
| 6M | -1.7% | +14.5% | -16.2% | -13.3% |
| YTD | -23.4% | +12.9% | -36.3% | -31.5% |
| 1Y | -31.5% | +19.4% | -50.8% | -41.7% |
| All | -19.2% | +28.9% | -48.1% | -37.4% |
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 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