+229.9%
TTMI vs SPY
+723.9%
-494.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.6% |
| 7D | +22.6% | +3.3% | +19.3% | +17.6% |
| 30D | -34.3% | -2.7% | -31.6% | -30.3% |
| 3M | -44.8% | -1.7% | -43.0% | -42.0% |
| 6M | -53.3% | +3.1% | -56.4% | -53.6% |
| YTD | +10.6% | +11.9% | -1.3% | -0.2% |
| 1Y | +8.2% | +12.0% | -3.8% | -1.3% |
| 3Y | +435.7% | +78.2% | +357.5% | +164.2% |
| 5Y | +434.2% | +73.2% | +360.9% | +174.1% |
| 10Y | +426.4% | +309.6% | +116.8% | -23.0% |
| All | +229.9% | +723.9% | -494.0% | -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