-98.9%
TOON vs SPY
+311.3%
-410.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.5% |
| 7D | +1.4% | +0.5% | +0.9% | +0.9% |
| 30D | +8.3% | -0.9% | +9.2% | +9.1% |
| 3M | -12.2% | +3.9% | -16.1% | -15.1% |
| 6M | +12.5% | +14.5% | -2.0% | -0.4% |
| YTD | -11.1% | +12.9% | -24.0% | -20.3% |
| 1Y | -17.9% | +19.4% | -37.3% | -29.5% |
| 3Y | -58.2% | +78.5% | -136.6% | -74.5% |
| 5Y | -95.7% | +81.8% | -177.5% | -97.4% |
| 10Y | -98.9% | +311.5% | -410.4% | -99.6% |
| All | -98.9% | +311.3% | -410.2% | -99.6% |
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