-20.2%
TOON vs SPY
+20.8%
-41.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.9% |
| 7D | +3.1% | +0.1% | +3.0% | +3.0% |
| 30D | +11.3% | +0.1% | +11.2% | +11.1% |
| 3M | -8.5% | +2.0% | -10.5% | -11.1% |
| 6M | +14.4% | +13.0% | +1.4% | -1.4% |
| YTD | -8.3% | +13.5% | -21.9% | -21.8% |
| 1Y | -20.2% | +20.0% | -40.2% | -36.2% |
| All | -20.2% | +20.8% | -41.0% | -36.2% |
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 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