+104.9%
TYG vs SPY
+872.7%
-767.7%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.7% |
| 7D | -12.3% | -2.7% | -9.6% | -9.9% |
| 30D | -5.6% | -5.4% | -0.2% | -0.4% |
| 3M | -11.6% | -4.1% | -7.5% | -8.0% |
| 6M | -21.6% | +0.7% | -22.4% | -22.8% |
| YTD | -2.4% | +8.7% | -11.1% | -11.4% |
| 1Y | -5.4% | +10.9% | -16.3% | -16.0% |
| 3Y | +72.8% | +75.0% | -2.2% | -5.2% |
| 5Y | +97.6% | +67.8% | +29.8% | +11.6% |
| 10Y | -20.9% | +312.9% | -333.7% | -79.4% |
| All | +104.9% | +872.7% | -767.7% | -76.5% |
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