+136.7%
TYG vs SPY
+916.3%
-779.6%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.8% |
| 7D | -2.3% | +0.1% | -2.5% | -2.5% |
| 30D | +2.4% | +0.1% | +2.4% | +2.3% |
| 3M | +0.6% | +2.0% | -1.4% | -1.8% |
| 6M | -9.5% | +13.0% | -22.5% | -20.8% |
| YTD | +12.7% | +13.5% | -0.9% | -2.0% |
| 1Y | +12.1% | +20.0% | -7.8% | -8.0% |
| 3Y | +91.5% | +77.2% | +14.3% | +4.0% |
| 5Y | +151.7% | +81.9% | +69.8% | +31.0% |
| 10Y | -13.2% | +314.1% | -327.3% | -77.5% |
| All | +136.7% | +916.3% | -779.6% | -74.0% |
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 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