-22.1%
TUYA vs SPY
+11.8%
-33.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.1% | -2.1% |
| 7D | -1.2% | +3.3% | -4.5% | -4.5% |
| 30D | -6.4% | -2.7% | -3.7% | -3.6% |
| 3M | -10.1% | -1.7% | -8.3% | -8.4% |
| 6M | -31.8% | +3.1% | -34.9% | -34.5% |
| YTD | -21.7% | +11.9% | -33.6% | -31.2% |
| 1Y | -22.1% | +12.0% | -34.1% | -31.5% |
| All | -22.1% | +11.8% | -33.8% | -31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling