+75.4%
TIGO vs SPY
+230.9%
-155.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.2% |
| 7D | -1.8% | -0.4% | -1.4% | -1.5% |
| 30D | -2.4% | -1.4% | -1.0% | -1.4% |
| 3M | +8.0% | +3.7% | +4.3% | +4.8% |
| 6M | +37.8% | +13.0% | +24.8% | +25.5% |
| YTD | +77.0% | +12.4% | +64.6% | +61.7% |
| 1Y | +113.9% | +18.5% | +95.4% | +87.2% |
| 3Y | +622.3% | +77.6% | +544.6% | +341.4% |
| 5Y | +195.2% | +81.7% | +113.5% | +76.6% |
| All | +75.4% | +230.9% | -155.5% | -24.5% |
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