-99.1%
TONX vs SPY
+78.7%
-177.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -1.6% |
| 7D | +3.8% | +0.5% | +3.3% | +3.1% |
| 30D | +8.4% | -0.9% | +9.3% | +10.4% |
| 3M | -1.5% | +3.9% | -5.4% | -6.0% |
| 6M | +18.7% | +14.5% | +4.2% | +0.8% |
| YTD | +62.8% | +12.9% | +49.9% | +41.3% |
| 1Y | -63.0% | +19.4% | -82.3% | -69.7% |
| 3Y | -99.1% | +78.5% | -177.5% | -99.5% |
| All | -99.1% | +78.7% | -177.8% | -99.5% |
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