+12,847.1%
TTC vs SPY
+3,091.8%
+9,755.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.3% |
| 7D | -5.8% | +0.1% | -5.9% | -5.9% |
| 30D | -5.7% | +0.1% | -5.7% | -5.8% |
| 3M | +5.5% | +2.0% | +3.5% | +3.9% |
| 6M | -6.5% | +13.0% | -19.6% | -14.7% |
| YTD | +19.6% | +13.5% | +6.0% | +8.7% |
| 1Y | +18.0% | +20.0% | -2.0% | +2.9% |
| 3Y | -5.0% | +77.2% | -82.2% | -37.8% |
| 5Y | -7.9% | +81.9% | -89.8% | -41.0% |
| 10Y | +120.9% | +314.1% | -193.2% | -21.1% |
| All | +12,847.1% | +3,091.8% | +9,755.3% | +1,558.6% |
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 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