+10.2%
TYRA vs SPY
+85.3%
-75.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.2% | -0.4% | +15.6% | +15.7% |
| 7D | +14.9% | +0.1% | +14.8% | +14.6% |
| 30D | +11.4% | +0.1% | +11.4% | +11.2% |
| 3M | +5.4% | +2.0% | +3.4% | +2.4% |
| 6M | -18.8% | +13.0% | -31.8% | -31.4% |
| YTD | +9.0% | +13.5% | -4.6% | -8.7% |
| 1Y | +136.0% | +20.0% | +116.0% | +83.0% |
| 3Y | +91.0% | +77.2% | +13.8% | -15.3% |
| All | +10.2% | +85.3% | -75.1% | -53.5% |
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