-24.5%
TOYO vs SPY
+14.6%
-39.1%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.7% | +3.0% | +2.5% |
| 7D | +35.6% | -0.7% | +36.3% | +36.8% |
| 30D | +18.3% | -1.0% | +19.3% | +20.0% |
| 3M | -5.1% | -0.3% | -4.8% | -4.6% |
| 6M | -55.5% | +7.3% | -62.8% | -59.2% |
| YTD | -11.6% | +13.3% | -24.9% | -25.4% |
| 1Y | -24.5% | +14.8% | -39.3% | -37.0% |
| All | -24.5% | +14.6% | -39.1% | -37.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling