+365.9%
TH vs SPY
+82.0%
+283.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.4% | +5.7% | +5.5% |
| 7D | +5.2% | +0.1% | +5.1% | +5.2% |
| 30D | +23.9% | +0.1% | +23.8% | +23.8% |
| 3M | +16.1% | +2.0% | +14.1% | +15.0% |
| 6M | +142.5% | +13.0% | +129.5% | +128.2% |
| YTD | +143.7% | +13.5% | +130.2% | +128.8% |
| 1Y | +124.6% | +20.0% | +104.7% | +105.9% |
| 3Y | +22.2% | +77.2% | -55.0% | -4.3% |
| All | +365.9% | +82.0% | +283.8% | +257.8% |
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 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