-52.9%
TOYO vs SPY
+85.4%
-138.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | -13.6% | +2.6% | -16.2% | -14.1% |
| 30D | +11.3% | -2.0% | +13.2% | +11.8% |
| 3M | -18.0% | -2.8% | -15.2% | -17.5% |
| 6M | -63.6% | +2.1% | -65.8% | -63.7% |
| YTD | -20.8% | +11.5% | -32.3% | -22.0% |
| 1Y | -34.6% | +13.5% | -48.0% | -35.7% |
| 3Y | -57.4% | +77.7% | -135.1% | -58.0% |
| All | -52.9% | +85.4% | -138.3% | -53.4% |
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 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