+177.8%
TTE vs SPY
+79.8%
+98.0%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | +2.2% | -2.0% | +4.2% | +3.2% |
| 30D | +3.7% | -1.7% | +5.4% | +4.5% |
| 3M | +3.2% | +4.7% | -1.5% | +0.6% |
| 6M | +15.1% | +12.5% | +2.6% | +7.9% |
| YTD | +41.0% | +11.7% | +29.2% | +32.4% |
| 1Y | +53.0% | +17.5% | +35.5% | +39.5% |
| 3Y | +64.4% | +76.6% | -12.1% | +16.3% |
| 5Y | +177.8% | +82.0% | +95.7% | +92.3% |
| All | +177.8% | +79.8% | +98.0% | +92.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling