-33.5%
TOXR vs SPY
+11.5%
-45.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -2.3% |
| 7D | -8.2% | -2.0% | -6.2% | -3.5% |
| 30D | +33.3% | -1.7% | +34.9% | +38.8% |
| 3M | +22.9% | +4.7% | +18.2% | +8.4% |
| 6M | -2.3% | +12.5% | -14.8% | -26.5% |
| YTD | -26.3% | +11.7% | -38.1% | -41.4% |
| All | -33.5% | +11.5% | -45.0% | -46.0% |
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