+295.7%
TTI vs SPY
+3,034.0%
-2,738.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.8% |
| 7D | +6.5% | +2.6% | +3.9% | +3.2% |
| 30D | +19.9% | -2.0% | +21.9% | +23.3% |
| 3M | -24.4% | -2.8% | -21.6% | -21.3% |
| 6M | -40.0% | +2.1% | -42.1% | -41.2% |
| YTD | -31.8% | +11.5% | -43.3% | -39.9% |
| 1Y | -14.9% | +13.5% | -28.4% | -26.6% |
| 3Y | +32.6% | +77.7% | -45.1% | -33.4% |
| 5Y | +90.2% | +72.6% | +17.6% | -0.7% |
| 10Y | +27.0% | +308.2% | -281.2% | -74.0% |
| All | +295.7% | +3,034.0% | -2,738.3% | -74.4% |
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