+294.5%
TTI vs SPY
+3,045.4%
-2,750.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +1.9% | +2.0% |
| 7D | +9.5% | +3.3% | +6.2% | +5.1% |
| 30D | +12.5% | -2.7% | +15.2% | +16.9% |
| 3M | -27.1% | -1.7% | -25.4% | -25.2% |
| 6M | -37.9% | +3.1% | -41.0% | -39.8% |
| YTD | -32.0% | +11.9% | -43.9% | -40.4% |
| 1Y | -16.3% | +12.0% | -28.3% | -26.6% |
| 3Y | +48.1% | +78.2% | -30.0% | -25.8% |
| 5Y | +89.6% | +73.2% | +16.3% | -1.5% |
| 10Y | +26.6% | +309.6% | -283.1% | -74.2% |
| All | +294.5% | +3,045.4% | -2,750.9% | -74.6% |
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