-68.2%
TYO vs SPY
+1,067.7%
-1,135.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -1.0% | -2.7% | +1.7% | -0.3% |
| 30D | -8.4% | -5.4% | -3.0% | -6.9% |
| 3M | +4.1% | -4.1% | +8.2% | +5.3% |
| 6M | +11.8% | +0.7% | +11.1% | +11.2% |
| YTD | +16.4% | +8.7% | +7.7% | +12.9% |
| 1Y | +18.5% | +10.9% | +7.6% | +14.2% |
| 3Y | +8.2% | +75.0% | -66.8% | -11.5% |
| 5Y | +105.7% | +67.8% | +37.9% | +68.6% |
| 10Y | +31.8% | +312.9% | -281.0% | -34.7% |
| All | -68.2% | +1,067.7% | -1,135.9% | -91.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling