-93.9%
TYGO vs SPY
+72.1%
-166.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -5.2% |
| 7D | -18.2% | +2.6% | -20.8% | -19.8% |
| 30D | -31.3% | -2.0% | -29.3% | -29.4% |
| 3M | -52.3% | -2.8% | -49.5% | -50.6% |
| 6M | -84.5% | +2.1% | -86.6% | -84.4% |
| YTD | -56.4% | +11.5% | -67.9% | -58.5% |
| 1Y | -68.5% | +13.5% | -82.0% | -70.3% |
| 3Y | -69.6% | +77.7% | -147.3% | -75.0% |
| All | -93.9% | +72.1% | -166.0% | -95.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling