+33.4%
TTT vs SPY
+12.1%
+21.4%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.1% |
| 7D | +10.1% | +2.6% | +7.5% | +11.6% |
| 30D | -2.7% | -2.0% | -0.7% | -3.8% |
| 3M | +10.2% | -2.8% | +12.9% | +8.6% |
| 6M | +17.1% | +2.1% | +14.9% | +19.7% |
| YTD | +24.6% | +11.5% | +13.2% | +35.5% |
| 1Y | +33.4% | +13.5% | +20.0% | +46.8% |
| All | +33.4% | +12.1% | +21.4% | +46.8% |
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