-92.9%
TUYA vs SPY
+108.2%
-201.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.8% |
| 7D | +1.2% | +2.6% | -1.4% | -2.6% |
| 30D | -3.6% | -2.0% | -1.6% | -1.1% |
| 3M | -10.4% | -2.8% | -7.7% | -6.9% |
| 6M | -27.6% | +2.1% | -29.7% | -30.3% |
| YTD | -20.7% | +11.5% | -32.2% | -33.1% |
| 1Y | -18.4% | +13.5% | -31.9% | -32.9% |
| 3Y | +5.6% | +77.7% | -72.1% | -58.2% |
| 5Y | -73.4% | +72.6% | -146.0% | -87.9% |
| All | -92.9% | +108.2% | -201.2% | -98.6% |
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