-74.2%
TTT vs SPY
+606.8%
-681.0%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | +2.2% | +0.1% | +2.2% | +2.1% |
| 3M | +10.5% | +2.0% | +8.5% | +9.0% |
| 6M | +23.0% | +13.0% | +10.0% | +14.4% |
| YTD | +13.9% | +13.5% | +0.4% | +5.6% |
| 1Y | +12.4% | +20.0% | -7.6% | +0.8% |
| 3Y | +19.5% | +77.2% | -57.7% | -18.2% |
| 5Y | +203.2% | +81.9% | +121.3% | +96.1% |
| 10Y | +15.2% | +314.1% | -298.9% | -69.9% |
| All | -74.2% | +606.8% | -681.0% | -97.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling