-86.6%
TTEC vs SPY
+308.5%
-395.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -0.4% | +11.2% | +11.3% |
| 7D | +100.0% | +3.3% | +96.7% | +92.2% |
| 30D | +80.5% | -2.7% | +83.2% | +85.8% |
| 3M | +88.5% | -1.7% | +90.3% | +91.9% |
| 6M | +21.3% | +3.1% | +18.2% | +16.6% |
| YTD | -17.8% | +11.9% | -29.7% | -27.8% |
| 1Y | +2.8% | +12.0% | -9.2% | -9.7% |
| 3Y | -82.1% | +78.2% | -160.3% | -91.0% |
| 5Y | -96.4% | +73.2% | -169.6% | -98.1% |
| All | -86.6% | +308.5% | -395.1% | -97.1% |
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