-92.1%
TUYA vs SPY
+108.7%
-200.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +1.4% |
| 7D | -4.2% | -2.0% | -2.2% | -1.3% |
| 30D | +1.7% | -1.7% | +3.3% | +4.4% |
| 3M | -5.2% | +4.7% | -9.9% | -11.6% |
| 6M | -26.2% | +12.5% | -38.7% | -38.4% |
| YTD | -11.5% | +11.7% | -23.2% | -25.2% |
| 1Y | -25.9% | +17.5% | -43.4% | -41.8% |
| 3Y | +15.2% | +76.6% | -61.4% | -53.7% |
| 5Y | -83.4% | +82.0% | -165.4% | -93.1% |
| All | -92.1% | +108.7% | -200.8% | -98.4% |
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 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