+136.9%
TTC vs SPY
+307.0%
-170.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.6% |
| 7D | +1.0% | +2.6% | -1.6% | -1.0% |
| 30D | +7.8% | -2.0% | +9.7% | +9.3% |
| 3M | +10.0% | -2.8% | +12.8% | +12.1% |
| 6M | +17.3% | +2.1% | +15.2% | +14.8% |
| YTD | +36.2% | +11.5% | +24.7% | +23.9% |
| 1Y | +50.5% | +13.5% | +37.1% | +34.7% |
| 3Y | +34.0% | +77.7% | -43.7% | -18.0% |
| 5Y | +12.0% | +72.6% | -60.6% | -30.1% |
| All | +136.9% | +307.0% | -170.1% | -33.5% |
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