+152.1%
TTC vs SPY
+304.1%
-152.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.7% |
| 7D | -0.4% | -0.6% | +0.2% | 0.0% |
| 30D | +11.5% | -3.7% | +15.2% | +14.8% |
| 3M | +8.7% | -2.7% | +11.5% | +10.8% |
| 6M | +12.8% | +2.2% | +10.6% | +10.3% |
| YTD | +37.5% | +10.8% | +26.6% | +25.6% |
| 1Y | +50.6% | +11.2% | +39.4% | +37.0% |
| 3Y | +34.5% | +76.5% | -42.0% | -17.3% |
| 5Y | +15.4% | +72.9% | -57.6% | -28.1% |
| 10Y | +152.1% | +304.8% | -152.7% | -27.3% |
| All | +152.1% | +304.1% | -152.0% | -27.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling