The tragedy of this play is shown by the way in which Willy Loman gives his entire life to a dream that proves to be nothing more than that: an insubstantial dream that ends up ruining his life. He tries to push this dream onto his children, but only Biff has the power to break free from his father's influence and to realise that he is not "a leader of men" and that he is, in fact, like his father, "a dime a dozen." Willy however lives his entire life believing that he can achieve success and make it big through being a salesman, even though, as the Requiem makes clear, he would have been so much happier as a tradesman working with his hands. It is the complete faith Willy has in the American dream, that prizes wealth over life, that causes him to come to the conclusion that his death would benefit himself and his family more than his life. Giving him self over to the capitalist system of America means that he is paradoxically worth more dead than he is alive, and therefore killing himself is the only way of salvaging something from his life and avoiding being labelled a failure. Note what he says to Ben when he thinks of the future Biff will have with the money he will gain from Willy's death:
Can you imagine that magnificence with twenty thousand dollars in his pocket?
The true tragedy of the play is that Willy Loman wasted his life devoting it to something that left him frustrated and taunted him with his own failures. Finally, devoting his life to that dream meant that for Willy, his death made him more valuable than his life. His obsession with the American dream made him think that, in his words, Biff would "worship" him for committing suicide and gaining the $20,000 insurance money. By living his life by the dictates of the capitalist system, he has made his death more valuable than life.