-76.3%
TOMZ vs SPY
+82.0%
-158.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.2% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | -11.0% | +0.1% | -11.0% | -11.0% |
| 3M | -47.5% | +2.0% | -49.5% | -47.9% |
| 6M | -12.8% | +13.0% | -25.8% | -17.1% |
| YTD | -27.4% | +13.5% | -40.9% | -31.2% |
| 1Y | -34.9% | +20.0% | -54.8% | -40.0% |
| 3Y | -48.0% | +77.2% | -125.2% | -60.7% |
| All | -76.3% | +82.0% | -158.3% | -84.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling