-71.7%
TTT vs SPY
+594.0%
-665.8%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.5% |
| 7D | +10.1% | +2.6% | +7.5% | +8.6% |
| 30D | -2.7% | -2.0% | -0.7% | -1.8% |
| 3M | +10.2% | -2.8% | +12.9% | +11.5% |
| 6M | +17.1% | +2.1% | +14.9% | +15.0% |
| YTD | +24.6% | +11.5% | +13.2% | +16.3% |
| 1Y | +33.4% | +13.5% | +20.0% | +23.2% |
| 3Y | +7.8% | +77.7% | -69.9% | -26.4% |
| 5Y | +237.7% | +72.6% | +165.1% | +127.4% |
| 10Y | -10.5% | +308.2% | -318.6% | -76.5% |
| All | -71.7% | +594.0% | -665.8% | -96.9% |
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