-43.0%
TYA vs SPY
+86.8%
-129.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.3% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | -2.9% | +0.1% | -3.0% | -3.0% |
| 3M | -4.3% | +2.0% | -6.3% | -4.5% |
| 6M | -10.7% | +13.0% | -23.7% | -11.6% |
| YTD | -8.9% | +13.5% | -22.5% | -9.9% |
| 1Y | -9.4% | +20.0% | -29.4% | -10.8% |
| 3Y | -1.3% | +77.2% | -78.5% | -7.4% |
| All | -43.0% | +86.8% | -129.8% | -48.4% |
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