-43.4%
TYA vs SPY
+83.0%
-126.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.6% | -0.5% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | +8.0% | -3.3% | +11.3% | +8.3% |
| 3M | -3.2% | -2.4% | -0.8% | -3.0% |
| 6M | -7.1% | +2.6% | -9.7% | -7.4% |
| YTD | -9.6% | +11.2% | -20.8% | -10.4% |
| 1Y | -10.5% | +13.4% | -23.9% | -11.4% |
| 3Y | +7.4% | +79.9% | -72.5% | +0.5% |
| 5Y | -43.8% | +72.2% | -116.0% | -49.3% |
| All | -43.4% | +83.0% | -126.4% | -48.7% |
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