-93.9%
TTEC vs SPY
+315.0%
-408.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -0.9% | -1.4% |
| 7D | -10.3% | +0.1% | -10.3% | -10.5% |
| 30D | -11.4% | -3.3% | -8.1% | -8.0% |
| 3M | -45.1% | -2.4% | -42.7% | -43.5% |
| 6M | -48.3% | +2.6% | -50.9% | -50.0% |
| YTD | -61.1% | +11.2% | -72.4% | -65.6% |
| 1Y | -48.5% | +13.4% | -61.9% | -55.5% |
| 3Y | -90.8% | +79.9% | -170.7% | -95.4% |
| 5Y | -98.5% | +72.2% | -170.7% | -99.2% |
| 10Y | -93.9% | +307.3% | -401.2% | -98.6% |
| All | -93.9% | +315.0% | -408.9% | -98.6% |
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 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