-21.5%
TYG vs SPY
+311.8%
-333.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -1.5% |
| 7D | -0.2% | -0.9% | +0.7% | +0.8% |
| 30D | -4.4% | -2.4% | -2.1% | -2.0% |
| 3M | -8.9% | -1.2% | -7.7% | -7.9% |
| 6M | -11.3% | +3.3% | -14.6% | -15.1% |
| YTD | +2.4% | +12.3% | -9.9% | -11.4% |
| 1Y | -1.2% | +12.4% | -13.7% | -14.8% |
| 3Y | +88.3% | +78.8% | +9.5% | -8.5% |
| 5Y | +105.1% | +75.2% | +29.9% | +0.4% |
| 10Y | -21.5% | +311.1% | -332.7% | -85.0% |
| All | -21.5% | +311.8% | -333.3% | -85.0% |
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