+812.9%
TTMI vs SPY
+81.0%
+731.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.5% | -3.2% |
| 7D | +7.5% | -0.4% | +7.8% | +8.0% |
| 30D | -4.5% | -1.4% | -3.1% | -2.4% |
| 3M | -28.5% | +3.7% | -32.2% | -31.6% |
| 6M | +28.4% | +13.0% | +15.4% | +10.1% |
| YTD | +80.1% | +12.4% | +67.7% | +56.7% |
| 1Y | +161.0% | +18.5% | +142.5% | +115.0% |
| 3Y | +862.4% | +77.6% | +784.8% | +399.9% |
| 5Y | +812.9% | +81.7% | +731.2% | +351.4% |
| All | +812.9% | +81.0% | +731.9% | +351.4% |
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