-2.9%
TOTR vs SPY
+87.3%
-90.2%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | -1.1% | -0.8% | -0.3% | -1.1% |
| 30D | -1.0% | -1.1% | 0.0% | -1.0% |
| 3M | -1.6% | +3.9% | -5.4% | -1.8% |
| 6M | -1.5% | +13.6% | -15.1% | -2.3% |
| YTD | -1.0% | +12.7% | -13.7% | -1.9% |
| 1Y | -0.3% | +17.5% | -17.8% | -1.5% |
| 3Y | +13.9% | +76.9% | -63.0% | +9.0% |
| All | -2.9% | +87.3% | -90.2% | -8.2% |
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