-90.1%
TTEC vs SPY
+1,825.6%
-1,915.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.3% | -7.1% | -7.1% |
| 7D | -13.2% | -2.7% | -10.5% | -10.7% |
| 30D | -5.5% | -5.4% | -0.1% | +0.3% |
| 3M | -46.9% | -4.1% | -42.8% | -44.5% |
| 6M | -53.7% | +0.7% | -54.4% | -54.2% |
| YTD | -61.7% | +8.7% | -70.3% | -64.8% |
| 1Y | -56.2% | +10.9% | -67.1% | -60.7% |
| 3Y | -93.7% | +75.0% | -168.7% | -96.5% |
| 5Y | -98.6% | +67.8% | -166.4% | -99.2% |
| 10Y | -93.9% | +312.9% | -406.8% | -98.6% |
| All | -90.1% | +1,825.6% | -1,915.7% | -99.4% |
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