-68.7%
TYO vs SPY
+1,120.1%
-1,188.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +1.2% | +0.1% | +1.1% | +1.2% |
| 30D | +3.5% | +0.1% | +3.4% | +3.4% |
| 3M | +6.5% | +2.0% | +4.5% | +5.7% |
| 6M | +16.5% | +13.0% | +3.5% | +11.9% |
| YTD | +14.5% | +13.5% | +1.0% | +9.7% |
| 1Y | +16.9% | +20.0% | -3.0% | +10.0% |
| 3Y | +17.4% | +77.2% | -59.8% | -4.3% |
| 5Y | +107.0% | +81.9% | +25.2% | +64.7% |
| 10Y | +31.3% | +314.1% | -282.7% | -34.3% |
| All | -68.7% | +1,120.1% | -1,188.8% | -92.1% |
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