-5.4%
TYG vs SPY
+9.9%
-15.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.0% |
| 7D | -12.3% | -2.7% | -9.6% | -11.7% |
| 30D | -5.6% | -5.4% | -0.2% | -4.7% |
| 3M | -11.6% | -4.1% | -7.5% | -10.8% |
| 6M | -21.6% | +0.7% | -22.4% | -21.0% |
| YTD | -2.4% | +8.7% | -11.1% | -2.6% |
| 1Y | -5.4% | +10.9% | -16.3% | -6.0% |
| All | -5.4% | +9.9% | -15.3% | -6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling