+56.6%
TOLL vs SPY
+74.5%
-18.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.4% | -1.8% | -2.1% |
| 7D | -5.8% | -4.7% | -1.1% | -1.3% |
| 30D | -8.2% | -5.9% | -2.2% | -2.7% |
| 3M | -3.9% | -4.5% | +0.7% | +0.5% |
| 6M | +2.5% | +1.8% | +0.7% | +1.1% |
| YTD | +9.0% | +8.3% | +0.7% | +1.8% |
| 1Y | +10.9% | +9.3% | +1.6% | +2.7% |
| All | +56.6% | +74.5% | -18.0% | -7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling