-91.8%
TUYA vs SPY
+112.1%
-203.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | 0.0% |
| 7D | +0.5% | +0.1% | +0.4% | +0.4% |
| 30D | +8.6% | +0.1% | +8.6% | +8.7% |
| 3M | -6.0% | +2.0% | -8.0% | -8.8% |
| 6M | -20.9% | +13.0% | -33.9% | -34.3% |
| YTD | -8.1% | +13.5% | -21.6% | -24.2% |
| 1Y | -21.8% | +20.0% | -41.8% | -40.5% |
| 3Y | +8.3% | +77.2% | -68.9% | -56.5% |
| 5Y | -83.2% | +81.9% | -165.0% | -92.9% |
| All | -91.8% | +112.1% | -203.9% | -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 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