-10.0%
TH vs SPY
+78.4%
-88.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.4% | -6.5% | -6.6% |
| 7D | -28.9% | -0.6% | -28.3% | -28.7% |
| 30D | -44.1% | -3.7% | -40.4% | -42.5% |
| 3M | -35.9% | -2.7% | -33.2% | -34.6% |
| 6M | -32.8% | +2.2% | -35.0% | -33.6% |
| YTD | +28.6% | +10.8% | +17.8% | +20.3% |
| 1Y | +54.4% | +11.2% | +43.2% | +44.1% |
| 3Y | -10.0% | +76.5% | -86.4% | -25.3% |
| All | -10.0% | +78.4% | -88.3% | -25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling