+4,300.5%
TOL vs SPY
+3,056.6%
+1,243.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -2.3% |
| 7D | -4.7% | -0.9% | -3.8% | -3.9% |
| 30D | +14.3% | -2.4% | +16.6% | +17.1% |
| 3M | -1.1% | -1.2% | +0.1% | 0.0% |
| 6M | +12.1% | +3.3% | +8.8% | +8.0% |
| YTD | +12.5% | +12.3% | +0.2% | -1.3% |
| 1Y | +12.1% | +12.4% | -0.3% | -1.7% |
| 3Y | +92.4% | +78.8% | +13.6% | -1.1% |
| 5Y | +151.9% | +75.2% | +76.7% | +35.2% |
| 10Y | +479.9% | +311.1% | +168.8% | +24.7% |
| All | +4,300.5% | +3,056.6% | +1,243.9% | +9.1% |
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 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