+622.2%
TIGO vs SPY
+75.5%
+546.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.3% |
| 7D | +0.6% | -2.0% | +2.6% | +1.2% |
| 30D | +1.5% | -1.7% | +3.2% | +2.0% |
| 3M | +9.0% | +4.7% | +4.2% | +7.3% |
| 6M | +36.9% | +12.5% | +24.4% | +32.0% |
| YTD | +82.5% | +11.7% | +70.8% | +76.2% |
| 1Y | +120.0% | +17.5% | +102.5% | +109.2% |
| All | +622.2% | +75.5% | +546.7% | +425.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling