-14.2%
TYRA vs SPY
+81.6%
-95.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.4% | +3.1% | +2.4% |
| 7D | +4.5% | +0.1% | +4.5% | +4.4% |
| 30D | +11.8% | -3.3% | +15.2% | +16.7% |
| 3M | -15.9% | -2.4% | -13.5% | -13.4% |
| 6M | -35.0% | +2.6% | -37.6% | -37.5% |
| YTD | -15.2% | +11.2% | -26.4% | -27.1% |
| 1Y | +55.7% | +13.4% | +42.3% | +29.9% |
| 3Y | +91.6% | +79.9% | +11.7% | -17.4% |
| 5Y | -20.9% | +72.2% | -93.1% | -63.6% |
| All | -14.2% | +81.6% | -95.8% | -62.9% |
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