+81.3%
TTRX vs SPY
+15.0%
+66.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.9% | -6.0% | -6.3% |
| 7D | +29.5% | -0.8% | +30.3% | +30.5% |
| 30D | +20.4% | -1.1% | +21.5% | +21.9% |
| 3M | +116.6% | +3.9% | +112.7% | +104.3% |
| 6M | +254.0% | +13.6% | +240.4% | +203.2% |
| YTD | +222.1% | +12.7% | +209.4% | +177.2% |
| All | +81.3% | +15.0% | +66.3% | +45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling