+2.8%
TYRA vs SPY
+84.3%
-81.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.5% | -6.2% | -6.0% |
| 7D | +5.7% | +0.5% | +5.1% | +4.8% |
| 30D | +0.8% | -0.9% | +1.8% | +2.0% |
| 3M | -0.1% | +3.9% | -4.0% | -5.2% |
| 6M | -23.7% | +14.5% | -38.2% | -36.7% |
| YTD | +1.7% | +12.9% | -11.2% | -14.2% |
| 1Y | +120.4% | +19.4% | +101.0% | +72.2% |
| 3Y | +81.5% | +78.5% | +3.0% | -20.3% |
| All | +2.8% | +84.3% | -81.5% | -56.3% |
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