-1.7%
TORO vs SPY
+98.3%
-100.0%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.6% | +6.2% | +6.1% |
| 7D | +8.4% | -2.0% | +10.4% | +10.1% |
| 30D | +19.4% | -1.7% | +21.0% | +20.9% |
| 3M | +32.9% | +4.7% | +28.2% | +27.7% |
| 6M | +102.1% | +12.5% | +89.6% | +83.8% |
| YTD | +114.1% | +11.7% | +102.3% | +94.9% |
| 1Y | +296.6% | +17.5% | +279.1% | +249.1% |
| 3Y | +92.9% | +76.6% | +16.3% | +16.6% |
| All | -1.7% | +98.3% | -100.0% | -48.5% |
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 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