-2.9%
TOTR vs SPY
+85.7%
-88.6%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | -0.1% | -0.6% |
| 7D | -1.1% | -2.0% | +0.9% | -0.9% |
| 30D | -1.0% | -1.7% | +0.6% | -0.9% |
| 3M | -1.1% | +4.7% | -5.8% | -1.4% |
| 6M | -1.8% | +12.5% | -14.4% | -2.6% |
| YTD | -1.0% | +11.7% | -12.7% | -1.8% |
| 1Y | -0.1% | +17.5% | -17.6% | -1.2% |
| 3Y | +13.8% | +76.6% | -62.7% | +8.9% |
| All | -2.9% | +85.7% | -88.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling