+19.8%
TH vs SPY
+210.8%
-191.0%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +1.3% | +13.2% | +13.2% |
| 7D | +4.5% | -0.9% | +5.4% | +5.8% |
| 30D | -37.4% | -2.4% | -35.0% | -35.8% |
| 3M | -29.0% | -1.2% | -27.9% | -28.1% |
| 6M | -34.7% | +3.3% | -38.0% | -36.9% |
| YTD | +47.3% | +12.3% | +35.0% | +30.7% |
| 1Y | +80.7% | +12.4% | +68.3% | +60.0% |
| 3Y | +3.1% | +78.8% | -75.7% | -45.3% |
| 5Y | +140.8% | +75.2% | +65.7% | +25.6% |
| All | +19.8% | +210.8% | -191.0% | -65.9% |
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 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