-62.1%
TIGR vs SPY
+198.3%
-260.4%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.4% | +6.0% | +6.1% |
| 7D | +6.2% | +2.6% | +3.6% | +2.7% |
| 30D | -1.4% | -2.0% | +0.6% | +1.3% |
| 3M | -11.2% | -2.8% | -8.4% | -7.7% |
| 6M | -37.7% | +2.1% | -39.8% | -39.5% |
| YTD | -56.7% | +11.5% | -68.2% | -62.1% |
| 1Y | -58.6% | +13.5% | -72.1% | -64.5% |
| 3Y | -15.0% | +77.7% | -92.7% | -57.5% |
| 5Y | -43.6% | +72.6% | -116.2% | -69.7% |
| All | -62.1% | +198.3% | -260.4% | -87.4% |
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