-92.5%
TYGO vs SPY
+74.5%
-167.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.6% |
| 7D | -16.8% | -2.7% | -14.1% | -13.8% |
| 30D | -19.1% | -5.4% | -13.7% | -14.6% |
| 3M | -42.6% | -4.1% | -38.5% | -39.9% |
| 6M | -83.6% | +0.7% | -84.3% | -83.2% |
| YTD | -46.7% | +8.7% | -55.4% | -48.2% |
| 1Y | -67.8% | +10.9% | -78.6% | -68.9% |
| 3Y | -69.9% | +75.0% | -144.9% | -74.5% |
| 5Y | -92.6% | +67.8% | -160.4% | -93.7% |
| All | -92.5% | +74.5% | -167.0% | -93.7% |
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 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