-93.5%
TYGO vs SPY
+79.7%
-173.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.3% | -5.3% |
| 7D | -11.9% | +3.3% | -15.2% | -14.1% |
| 30D | -31.8% | -2.7% | -29.1% | -29.6% |
| 3M | -47.9% | -1.7% | -46.1% | -46.5% |
| 6M | -84.6% | +3.1% | -87.6% | -84.6% |
| YTD | -53.9% | +11.9% | -65.8% | -56.1% |
| 1Y | -69.1% | +12.0% | -81.1% | -70.6% |
| 3Y | -67.7% | +78.2% | -145.9% | -73.3% |
| 5Y | -93.6% | +73.2% | -166.8% | -94.7% |
| All | -93.5% | +79.7% | -173.2% | -94.7% |
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