+37.9%
THIR vs SPY
+37.8%
+0.1%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | -1.1% | +0.1% | -1.1% | -1.1% |
| 3M | -1.1% | +2.0% | -3.1% | -2.2% |
| 6M | +5.4% | +13.0% | -7.6% | -1.0% |
| YTD | +6.6% | +13.5% | -6.9% | -0.1% |
| 1Y | +13.1% | +20.0% | -6.8% | +3.7% |
| All | +37.9% | +37.8% | +0.1% | +23.6% |
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