-66.5%
TTGT vs SPY
+307.0%
-373.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | +6.4% | +2.6% | +3.8% | +3.7% |
| 30D | -26.8% | -2.0% | -24.8% | -25.0% |
| 3M | -26.6% | -2.8% | -23.9% | -24.3% |
| 6M | -48.9% | +2.1% | -51.0% | -50.4% |
| YTD | -48.0% | +11.5% | -59.5% | -54.6% |
| 1Y | -45.1% | +13.5% | -58.6% | -53.1% |
| 3Y | -90.0% | +77.7% | -167.7% | -94.7% |
| 5Y | -97.4% | +72.6% | -170.0% | -98.5% |
| All | -66.5% | +307.0% | -373.6% | -90.3% |
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 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