-99.9%
TOON vs SPY
+639.8%
-739.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.8% |
| 7D | +3.1% | +0.1% | +3.0% | +3.0% |
| 30D | +11.3% | +0.1% | +11.2% | +11.2% |
| 3M | -8.5% | +2.0% | -10.5% | -10.0% |
| 6M | +14.4% | +13.0% | +1.4% | +3.8% |
| YTD | -8.3% | +13.5% | -21.9% | -17.1% |
| 1Y | -20.2% | +20.0% | -40.2% | -30.5% |
| 3Y | -56.3% | +77.2% | -133.5% | -71.5% |
| 5Y | -95.9% | +81.9% | -177.8% | -97.3% |
| 10Y | -98.9% | +314.1% | -413.0% | -99.5% |
| All | -99.9% | +639.8% | -739.7% | -99.9% |
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