-27.2%
TYRA vs SPY
+67.4%
-94.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +0.8% |
| 7D | +0.4% | -2.7% | +3.1% | +3.8% |
| 30D | +3.7% | -5.4% | +9.1% | +11.2% |
| 3M | -21.6% | -4.1% | -17.5% | -17.5% |
| 6M | -37.4% | +0.7% | -38.1% | -38.4% |
| YTD | -19.6% | +8.7% | -28.2% | -28.8% |
| 1Y | +48.1% | +10.9% | +37.2% | +27.1% |
| 3Y | +65.2% | +75.0% | -9.8% | -25.9% |
| All | -27.2% | +67.4% | -94.6% | -66.1% |
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