+154.1%
TH vs SPY
+67.4%
+86.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.3% | +8.7% | +8.9% |
| 7D | -16.9% | -2.7% | -14.2% | -15.8% |
| 30D | -37.8% | -5.4% | -32.4% | -35.9% |
| 3M | -29.0% | -4.1% | -24.9% | -27.4% |
| 6M | -28.1% | +0.7% | -28.8% | -28.1% |
| YTD | +41.8% | +8.7% | +33.2% | +36.5% |
| 1Y | +74.2% | +10.9% | +63.4% | +66.2% |
| 3Y | -10.6% | +75.0% | -85.5% | -28.4% |
| All | +154.1% | +67.4% | +86.8% | +105.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling