-80.4%
TNYA vs SPY
+77.0%
-157.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.2% | -3.1% |
| 7D | -6.3% | -0.8% | -5.5% | -4.8% |
| 30D | -16.2% | -1.1% | -15.2% | -14.4% |
| 3M | -11.1% | +3.9% | -15.0% | -18.2% |
| 6M | -25.5% | +13.6% | -39.1% | -42.4% |
| YTD | -10.1% | +12.7% | -22.8% | -29.3% |
| 1Y | -50.0% | +17.5% | -67.5% | -62.8% |
| 3Y | -80.4% | +76.9% | -157.3% | -94.2% |
| All | -80.4% | +77.0% | -157.4% | -94.2% |
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