-55.8%
TIGR vs SPY
+201.5%
-257.2%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -2.5% |
| 7D | -4.9% | -0.8% | -4.2% | -4.0% |
| 30D | +5.5% | -1.1% | +6.5% | +6.9% |
| 3M | +0.6% | +3.9% | -3.2% | -4.6% |
| 6M | -36.4% | +13.6% | -50.1% | -46.0% |
| YTD | -49.5% | +12.7% | -62.2% | -56.4% |
| 1Y | -57.0% | +17.5% | -74.5% | -64.6% |
| 3Y | -5.7% | +76.9% | -82.6% | -52.6% |
| 5Y | -66.8% | +83.6% | -150.3% | -83.3% |
| All | -55.8% | +201.5% | -257.2% | -85.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling