-76.0%
TOMZ vs SPY
+312.5%
-388.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.6% |
| 7D | +0.6% | -0.4% | +1.0% | +0.6% |
| 30D | -3.5% | -1.4% | -2.1% | -3.5% |
| 3M | -38.8% | +3.7% | -42.5% | -38.8% |
| 6M | -18.1% | +13.0% | -31.1% | -17.8% |
| YTD | -28.6% | +12.4% | -41.0% | -28.3% |
| 1Y | -35.3% | +18.5% | -53.8% | -34.9% |
| 3Y | -55.8% | +77.6% | -133.4% | -54.1% |
| 5Y | -76.5% | +81.7% | -158.2% | -76.2% |
| 10Y | -76.0% | +319.7% | -395.7% | -72.2% |
| All | -76.0% | +312.5% | -388.5% | -72.2% |
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 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