+5.8%
TH vs SPY
+199.8%
-194.0%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -4.4% | -3.3% | -3.2% |
| 7D | -26.8% | -4.7% | -22.1% | -23.3% |
| 30D | -43.8% | -5.9% | -37.9% | -40.2% |
| 3M | -33.9% | -4.5% | -29.3% | -30.7% |
| 6M | -33.4% | +1.8% | -35.2% | -34.6% |
| YTD | +30.1% | +8.3% | +21.8% | +19.6% |
| 1Y | +35.0% | +9.3% | +25.6% | +23.1% |
| 3Y | -23.7% | +74.9% | -98.5% | -58.6% |
| 5Y | +151.1% | +67.3% | +83.8% | +37.9% |
| All | +5.8% | +199.8% | -194.0% | -68.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling