+1,781.5%
THFF vs SPY
+2,954.7%
-1,173.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.7% |
| 7D | -0.4% | -2.7% | +2.3% | +1.9% |
| 30D | +3.8% | -5.4% | +9.2% | +8.8% |
| 3M | -6.8% | -4.1% | -2.7% | -3.6% |
| 6M | +14.8% | +0.7% | +14.1% | +13.5% |
| YTD | +30.4% | +8.7% | +21.8% | +20.6% |
| 1Y | +42.0% | +10.9% | +31.1% | +29.0% |
| 3Y | +140.3% | +75.0% | +65.3% | +47.2% |
| 5Y | +101.3% | +67.8% | +33.6% | +23.8% |
| 10Y | +168.4% | +312.9% | -144.5% | -25.5% |
| All | +1,781.5% | +2,954.7% | -1,173.2% | +132.9% |
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