+14.2%
TTT vs SPY
+318.9%
-304.6%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.2% | +3.8% |
| 7D | +5.2% | -2.0% | +7.2% | +5.9% |
| 30D | +4.8% | -1.7% | +6.4% | +5.3% |
| 3M | +14.0% | +4.7% | +9.2% | +12.0% |
| 6M | +25.9% | +12.5% | +13.4% | +20.2% |
| YTD | +20.1% | +11.7% | +8.4% | +14.9% |
| 1Y | +29.3% | +17.5% | +11.9% | +21.3% |
| 3Y | +24.1% | +76.6% | -52.4% | -4.2% |
| 5Y | +222.3% | +82.0% | +140.3% | +139.6% |
| All | +14.2% | +318.9% | -304.6% | -57.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling