+23.3%
TH vs SPY
+77.4%
-54.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.4% | +5.7% | +5.5% |
| 7D | +5.2% | +0.1% | +5.1% | +5.1% |
| 30D | +23.9% | +0.1% | +23.8% | +23.8% |
| 3M | +16.1% | +2.0% | +14.1% | +14.7% |
| 6M | +142.5% | +13.0% | +129.5% | +123.8% |
| YTD | +143.7% | +13.5% | +130.2% | +124.2% |
| 1Y | +124.6% | +20.0% | +104.7% | +100.5% |
| All | +23.3% | +77.4% | -54.1% | -4.2% |
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