+88.5%
TYG vs SPY
+78.4%
+10.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.3% |
| 7D | -4.7% | -0.6% | -4.1% | -4.3% |
| 30D | -3.3% | -3.7% | +0.4% | -1.2% |
| 3M | -8.3% | -2.7% | -5.5% | -6.8% |
| 6M | -13.1% | +2.2% | -15.2% | -14.4% |
| YTD | +2.5% | +10.8% | -8.3% | -4.5% |
| 1Y | -1.1% | +11.2% | -12.4% | -8.2% |
| 3Y | +88.5% | +76.5% | +12.1% | +23.1% |
| All | +88.5% | +78.4% | +10.2% | +23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling