-53.5%
TIGR vs SPY
+203.8%
-257.3%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.7% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | +5.6% | +0.1% | +5.6% | +5.5% |
| 3M | +6.7% | +2.0% | +4.7% | +3.6% |
| 6M | -33.2% | +13.0% | -46.3% | -42.8% |
| YTD | -46.9% | +13.5% | -60.4% | -54.6% |
| 1Y | -60.1% | +20.0% | -80.0% | -68.0% |
| 3Y | -2.5% | +77.2% | -79.7% | -51.2% |
| 5Y | -63.1% | +81.9% | -144.9% | -81.3% |
| All | -53.5% | +203.8% | -257.3% | -84.9% |
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