+140.1%
TTI vs SPY
+81.8%
+58.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.9% |
| 7D | +9.2% | +0.5% | +8.6% | +8.4% |
| 30D | -16.2% | -0.9% | -15.3% | -15.1% |
| 3M | -28.1% | +3.9% | -32.0% | -31.5% |
| 6M | -12.6% | +14.5% | -27.1% | -26.2% |
| YTD | -23.9% | +12.9% | -36.8% | -34.2% |
| 1Y | +50.1% | +19.4% | +30.7% | +21.5% |
| 3Y | +22.7% | +78.5% | -55.7% | -37.2% |
| All | +140.1% | +81.8% | +58.2% | +20.4% |
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 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