+42.1%
THLV vs SPY
+101.1%
-59.0%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.5% |
| 7D | 0.0% | +0.5% | -0.6% | -0.3% |
| 30D | -1.6% | -0.9% | -0.6% | -1.1% |
| 3M | +0.1% | +3.9% | -3.8% | -2.0% |
| 6M | 0.0% | +14.5% | -14.5% | -7.3% |
| YTD | +8.1% | +12.9% | -4.8% | +1.0% |
| 1Y | +11.5% | +19.4% | -7.9% | +1.0% |
| 3Y | +35.7% | +78.5% | -42.8% | -4.9% |
| All | +42.1% | +101.1% | -59.0% | -11.3% |
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