+10.7%
TTMI vs SPYG
+10.8%
-0.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +1.3% | -11.4% | -13.6% |
| 7D | -19.2% | -2.8% | -16.4% | -12.5% |
| 30D | -44.9% | -6.2% | -38.7% | -32.0% |
| 3M | -44.7% | -3.6% | -41.2% | -36.0% |
| 6M | -53.4% | +4.8% | -58.2% | -55.9% |
| YTD | +6.3% | +11.0% | -4.6% | -11.7% |
| 1Y | +10.7% | +11.2% | -0.5% | -7.1% |
| All | +10.7% | +10.8% | -0.2% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling