-99.9%
TOON vs SPY
+608.0%
-707.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.4% | +2.4% |
| 7D | -2.5% | -2.7% | +0.2% | -0.4% |
| 30D | -9.4% | -5.4% | -4.0% | -5.4% |
| 3M | -15.7% | -4.1% | -11.6% | -12.9% |
| 6M | -21.9% | +0.7% | -22.6% | -22.3% |
| YTD | -30.6% | +8.7% | -39.2% | -34.9% |
| 1Y | -24.4% | +10.9% | -35.2% | -30.1% |
| 3Y | -55.4% | +75.0% | -130.4% | -70.6% |
| 5Y | -96.6% | +67.8% | -164.3% | -97.6% |
| 10Y | -99.1% | +312.9% | -411.9% | -99.6% |
| All | -99.9% | +608.0% | -707.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling