-55.4%
TOYO vs SPY
+87.3%
-142.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.3% |
| 7D | -1.1% | -0.8% | -0.4% | -1.0% |
| 30D | -22.0% | -1.1% | -20.9% | -21.8% |
| 3M | -67.4% | +3.9% | -71.3% | -67.6% |
| 6M | -45.3% | +13.6% | -58.9% | -46.4% |
| YTD | -24.9% | +12.7% | -37.6% | -26.3% |
| 1Y | -25.3% | +17.5% | -42.8% | -26.9% |
| 3Y | -59.6% | +76.9% | -136.5% | -60.3% |
| All | -55.4% | +87.3% | -142.7% | -56.0% |
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 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