+12.3%
TH vs SPY
+207.8%
-195.6%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -5.0% | -5.0% |
| 7D | -18.7% | +0.1% | -18.8% | -19.1% |
| 30D | -39.9% | -3.3% | -36.6% | -37.9% |
| 3M | -33.0% | -2.4% | -30.6% | -31.4% |
| 6M | -27.9% | +2.6% | -30.4% | -29.8% |
| YTD | +38.1% | +11.2% | +26.8% | +23.4% |
| 1Y | +72.5% | +13.4% | +59.2% | +51.3% |
| 3Y | -8.8% | +79.9% | -88.7% | -52.1% |
| 5Y | +132.4% | +72.2% | +60.2% | +23.6% |
| All | +12.3% | +207.8% | -195.6% | -67.8% |
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