-2.1%
TOTR vs SPY
+87.7%
-89.8%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.2% |
| 7D | +0.1% | +0.5% | -0.5% | 0.0% |
| 30D | -0.3% | -0.9% | +0.7% | -0.2% |
| 3M | -0.1% | +3.9% | -4.0% | -0.4% |
| 6M | -0.9% | +14.5% | -15.5% | -1.9% |
| YTD | -0.2% | +12.9% | -13.1% | -1.0% |
| 1Y | +0.8% | +19.4% | -18.5% | -0.4% |
| 3Y | +14.8% | +78.5% | -63.7% | +9.7% |
| All | -2.1% | +87.7% | -89.8% | -7.4% |
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