+14,501.4%
TTC vs SPY
+2,954.7%
+11,546.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.5% |
| 7D | -2.9% | -2.7% | -0.2% | -1.0% |
| 30D | +8.7% | -5.4% | +14.1% | +13.0% |
| 3M | +7.2% | -4.1% | +11.2% | +10.1% |
| 6M | +10.2% | +0.7% | +9.5% | +9.2% |
| YTD | +34.9% | +8.7% | +26.2% | +26.3% |
| 1Y | +45.0% | +10.9% | +34.1% | +33.6% |
| 3Y | +31.8% | +75.0% | -43.2% | -13.2% |
| 5Y | +15.0% | +67.8% | -52.8% | -22.1% |
| 10Y | +156.2% | +312.9% | -156.7% | -8.4% |
| All | +14,501.4% | +2,954.7% | +11,546.6% | +1,826.7% |
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