+88.4%
TH vs SPY
+11.8%
+76.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.9% |
| 7D | +15.0% | +3.3% | +11.7% | +11.7% |
| 30D | -36.0% | -2.7% | -33.3% | -33.9% |
| 3M | -25.8% | -1.7% | -24.0% | -24.1% |
| 6M | -31.5% | +3.1% | -34.5% | -32.6% |
| YTD | +49.6% | +11.9% | +37.7% | +35.3% |
| 1Y | +88.4% | +12.0% | +76.4% | +71.5% |
| All | +88.4% | +11.8% | +76.6% | +71.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling