-100.0%
TONX vs SPY
+307.0%
-407.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -0.4% | -12.0% | -12.0% |
| 7D | +16.8% | +2.6% | +14.2% | +14.4% |
| 30D | +14.3% | -2.0% | +16.3% | +17.0% |
| 3M | +10.0% | -2.8% | +12.7% | +14.0% |
| 6M | -14.7% | +2.1% | -16.8% | -14.8% |
| YTD | +60.8% | +11.5% | +49.3% | +49.9% |
| 1Y | -8.3% | +13.5% | -21.8% | -15.7% |
| 3Y | -92.7% | +77.7% | -170.4% | -95.2% |
| 5Y | -100.0% | +72.6% | -172.6% | -100.0% |
| All | -100.0% | +307.0% | -407.0% | -100.0% |
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 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