+65.9%
TOLL vs SPY
+90.1%
-24.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | -0.4% | -0.6% | +0.2% | +0.2% |
| 30D | -3.2% | -3.7% | +0.5% | +0.4% |
| 3M | +1.2% | -2.7% | +3.9% | +4.0% |
| 6M | +5.2% | +2.2% | +3.0% | +3.3% |
| YTD | +14.5% | +10.8% | +3.6% | +4.5% |
| 1Y | +16.3% | +11.2% | +5.0% | +5.8% |
| 3Y | +61.3% | +76.5% | -15.2% | -6.1% |
| All | +65.9% | +90.1% | -24.3% | -10.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling