+441.8%
TTMI vs SPYG
+561.6%
-119.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.5% | +3.6% |
| 7D | +12.2% | +1.2% | +11.0% | +10.5% |
| 30D | -5.7% | -1.6% | -4.2% | -3.7% |
| 3M | -27.5% | +3.4% | -30.8% | -29.1% |
| 6M | +47.1% | +18.9% | +28.2% | +23.5% |
| YTD | +87.5% | +13.8% | +73.7% | +66.8% |
| 1Y | +175.2% | +20.6% | +154.6% | +132.6% |
| 3Y | +901.9% | +100.5% | +801.4% | +370.1% |
| 5Y | +843.5% | +84.6% | +758.9% | +374.3% |
| 10Y | +1,077.0% | +410.8% | +666.2% | +61.7% |
| All | +441.8% | +561.6% | -119.9% | -46.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling