-98.7%
TTEC vs SPY
+82.0%
-180.7%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.5% |
| 7D | -1.4% | +0.1% | -1.5% | -1.5% |
| 30D | -47.7% | +0.1% | -47.8% | -47.7% |
| 3M | -40.0% | +2.0% | -42.0% | -41.5% |
| 6M | -42.0% | +13.0% | -55.0% | -50.1% |
| YTD | -61.7% | +13.5% | -75.2% | -67.1% |
| 1Y | -63.9% | +20.0% | -83.8% | -71.1% |
| 3Y | -95.3% | +77.2% | -172.5% | -97.7% |
| All | -98.7% | +82.0% | -180.7% | -99.3% |
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