-56.1%
TOMZ vs SPY
+78.7%
-134.8%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.8% | -2.1% |
| 7D | +1.8% | +0.5% | +1.3% | +1.6% |
| 30D | -8.8% | -0.9% | -7.8% | -8.4% |
| 3M | -41.8% | +3.9% | -45.6% | -42.5% |
| 6M | -14.9% | +14.5% | -29.4% | -18.3% |
| YTD | -29.1% | +12.9% | -42.0% | -31.7% |
| 1Y | -34.1% | +19.4% | -53.5% | -38.1% |
| 3Y | -56.1% | +78.5% | -134.5% | -62.7% |
| All | -56.1% | +78.7% | -134.8% | -62.7% |
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