+110.8%
TYO vs SPY
+81.0%
+29.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +0.8% |
| 7D | +1.3% | -0.4% | +1.6% | +1.2% |
| 30D | +3.1% | -1.4% | +4.5% | +3.0% |
| 3M | +6.9% | +3.7% | +3.2% | +7.4% |
| 6M | +17.6% | +13.0% | +4.6% | +19.2% |
| YTD | +16.0% | +12.4% | +3.7% | +17.5% |
| 1Y | +20.0% | +18.5% | +1.5% | +22.2% |
| 3Y | +17.6% | +77.6% | -60.0% | +26.5% |
| 5Y | +110.8% | +81.7% | +29.1% | +136.7% |
| All | +110.8% | +81.0% | +29.8% | +136.7% |
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