+4,022.4%
TOL vs SPY
+3,091.8%
+930.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.4% |
| 7D | -3.1% | +0.1% | -3.2% | -3.2% |
| 30D | -8.5% | +0.1% | -8.6% | -8.6% |
| 3M | +1.5% | +2.0% | -0.4% | -0.7% |
| 6M | -7.4% | +13.0% | -20.4% | -19.0% |
| YTD | +5.4% | +13.5% | -8.2% | -8.5% |
| 1Y | -1.8% | +20.0% | -21.8% | -20.0% |
| 3Y | +73.2% | +77.2% | -4.0% | -9.5% |
| 5Y | +134.2% | +81.9% | +52.3% | +20.8% |
| 10Y | +411.6% | +314.1% | +97.6% | +9.4% |
| All | +4,022.4% | +3,091.8% | +930.6% | +1.2% |
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