+32.0%
TYO vs SPY
+311.3%
-279.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.5% |
| 7D | +0.1% | +0.5% | -0.4% | +0.1% |
| 30D | +3.4% | -0.9% | +4.4% | +3.6% |
| 3M | +4.7% | +3.9% | +0.9% | +4.2% |
| 6M | +15.6% | +14.5% | +1.1% | +13.3% |
| YTD | +15.1% | +12.9% | +2.1% | +13.0% |
| 1Y | +20.0% | +19.4% | +0.7% | +17.0% |
| 3Y | +16.6% | +78.5% | -61.9% | +6.1% |
| 5Y | +107.0% | +81.8% | +25.3% | +87.6% |
| 10Y | +32.0% | +311.5% | -279.5% | -7.0% |
| All | +32.0% | +311.3% | -279.3% | -7.0% |
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