+134.9%
TOL vs SPY
+81.8%
+53.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.2% | -3.1% |
| 7D | -2.7% | +0.5% | -3.3% | -3.3% |
| 30D | -12.1% | -0.9% | -11.1% | -11.0% |
| 3M | -0.4% | +3.9% | -4.3% | -4.7% |
| 6M | -7.3% | +14.5% | -21.8% | -20.8% |
| YTD | +1.4% | +12.9% | -11.5% | -12.0% |
| 1Y | -7.2% | +19.4% | -26.5% | -24.7% |
| 3Y | +72.7% | +78.5% | -5.7% | -15.7% |
| 5Y | +134.9% | +81.8% | +53.1% | +14.8% |
| All | +134.9% | +81.8% | +53.1% | +14.8% |
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