+119.8%
TOLZ vs SPY
+390.3%
-270.5%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.7% | -1.6% |
| 7D | -3.2% | -2.7% | -0.5% | -1.5% |
| 30D | +4.6% | -5.4% | +10.0% | +8.3% |
| 3M | -1.5% | -4.1% | +2.6% | +1.0% |
| 6M | -3.2% | +0.7% | -3.9% | -4.2% |
| YTD | +9.3% | +8.7% | +0.7% | +2.4% |
| 1Y | +11.9% | +10.9% | +1.0% | +3.3% |
| 3Y | +50.9% | +75.0% | -24.1% | -1.8% |
| 5Y | +44.7% | +67.8% | -23.1% | -4.0% |
| 10Y | +109.9% | +312.9% | -203.0% | -31.6% |
| All | +119.8% | +390.3% | -270.5% | -35.1% |
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