+85.8%
TORO vs SPY
+76.5%
+9.3%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.7% |
| 7D | +2.7% | -0.4% | +3.1% | +3.0% |
| 30D | +11.8% | -1.4% | +13.2% | +13.0% |
| 3M | +27.6% | +3.7% | +23.9% | +24.0% |
| 6M | +94.4% | +13.0% | +81.4% | +77.7% |
| YTD | +102.7% | +12.4% | +90.3% | +85.2% |
| 1Y | +299.3% | +18.5% | +280.8% | +253.7% |
| All | +85.8% | +76.5% | +9.3% | +20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling