-89.8%
TTMX vs SPY
+3.2%
-93.0%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.3% | +1.7% | -22.0% | -33.6% |
| 7D | -36.7% | -0.7% | -35.9% | -33.6% |
| 30D | -76.7% | -1.0% | -75.6% | -70.7% |
| 3M | -78.7% | -0.3% | -78.4% | -74.1% |
| All | -89.8% | +3.2% | -93.0% | -90.3% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling