-16.2%
TONX vs SPY
+14.6%
-30.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | -3.2% |
| 7D | -13.4% | -0.7% | -12.7% | -11.5% |
| 30D | -19.2% | -1.0% | -18.2% | -16.2% |
| 3M | -2.4% | -0.3% | -2.0% | +0.1% |
| 6M | +38.8% | +7.3% | +31.4% | +22.1% |
| YTD | +45.7% | +13.3% | +32.4% | +17.5% |
| 1Y | -16.2% | +14.8% | -31.0% | -34.0% |
| All | -16.2% | +14.6% | -30.8% | -34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling