-92.3%
TYGO vs SPY
+78.6%
-170.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.4% | +1.0% | +1.5% |
| 7D | -13.3% | +0.1% | -13.4% | -12.2% |
| 30D | -14.5% | -3.3% | -11.2% | -11.3% |
| 3M | -37.7% | -2.4% | -35.3% | -35.7% |
| 6M | -82.2% | +2.6% | -84.8% | -82.1% |
| YTD | -44.9% | +11.2% | -56.2% | -47.4% |
| 1Y | -65.8% | +13.4% | -79.2% | -67.6% |
| 3Y | -65.5% | +79.9% | -145.4% | -71.3% |
| 5Y | -92.3% | +72.2% | -164.5% | -93.6% |
| All | -92.3% | +78.6% | -170.9% | -93.6% |
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