+63.4%
TOLL vs SPY
+78.0%
-14.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.3% | +1.4% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | -3.4% | -3.3% | 0.0% | -0.1% |
| 3M | +0.5% | -2.4% | +3.0% | +3.0% |
| 6M | +5.0% | +2.6% | +2.5% | +2.8% |
| YTD | +14.3% | +11.2% | +3.1% | +4.1% |
| 1Y | +17.0% | +13.4% | +3.6% | +4.8% |
| 3Y | +63.4% | +79.9% | -16.5% | -6.5% |
| All | +63.4% | +78.0% | -14.6% | -6.5% |
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