+16.7%
TTC vs SPY
+21.3%
-4.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.0% | -7.9% | -7.3% |
| 7D | -7.1% | +0.3% | -7.4% | -7.2% |
| 30D | -6.8% | +0.2% | -7.0% | -6.9% |
| 3M | +2.0% | +2.8% | -0.8% | +0.7% |
| 6M | -6.0% | +14.3% | -20.3% | -12.4% |
| YTD | +18.4% | +14.0% | +4.4% | +10.4% |
| All | +16.7% | +21.3% | -4.6% | +5.6% |
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