-89.2%
TYGO vs SPY
+81.3%
-170.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.5% |
| 7D | 0.0% | +0.5% | -0.5% | -0.4% |
| 30D | -13.1% | -0.9% | -12.2% | -12.5% |
| 3M | -67.9% | +3.9% | -71.8% | -68.5% |
| 6M | -68.5% | +14.5% | -83.1% | -70.9% |
| YTD | -23.2% | +12.9% | -36.1% | -28.3% |
| 1Y | -29.8% | +19.4% | -49.2% | -36.1% |
| 3Y | -87.9% | +78.5% | -166.4% | -90.2% |
| 5Y | -89.2% | +81.8% | -170.9% | -91.2% |
| All | -89.2% | +81.3% | -170.5% | -91.3% |
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