+218.8%
TTT vs SPY
+81.0%
+137.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.6% |
| 7D | +1.0% | -0.4% | +1.3% | +0.9% |
| 30D | +1.0% | -1.4% | +2.4% | +0.8% |
| 3M | +11.1% | +3.7% | +7.4% | +11.9% |
| 6M | +25.4% | +13.0% | +12.4% | +28.5% |
| YTD | +16.0% | +12.4% | +3.6% | +18.8% |
| 1Y | +22.8% | +18.5% | +4.3% | +26.9% |
| 3Y | +19.8% | +77.6% | -57.8% | +34.3% |
| 5Y | +218.8% | +81.7% | +137.1% | +283.2% |
| All | +218.8% | +81.0% | +137.8% | +283.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling