+40.0%
TTRX vs SPY
+15.9%
+24.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.1% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | +3.9% | +0.1% | +3.9% | +3.8% |
| 3M | +70.6% | +2.0% | +68.6% | +66.2% |
| 6M | +187.0% | +13.0% | +174.0% | +149.2% |
| YTD | +148.7% | +13.5% | +135.2% | +112.4% |
| All | +40.0% | +15.9% | +24.1% | +11.4% |
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 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 · 6 months rolling