+109.2%
THM vs SPY
+315.0%
-205.8%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.4% | +0.9% | +1.8% |
| 7D | -14.5% | +0.1% | -14.6% | -13.6% |
| 30D | -33.8% | -3.3% | -30.4% | -31.5% |
| 3M | -31.2% | -2.4% | -28.8% | -29.2% |
| 6M | -37.4% | +2.6% | -40.0% | -36.9% |
| YTD | -14.5% | +11.2% | -25.8% | -16.9% |
| 1Y | -4.8% | +13.4% | -18.2% | -8.0% |
| 3Y | +318.4% | +79.9% | +238.5% | +232.5% |
| 5Y | +123.9% | +72.2% | +51.8% | +77.9% |
| 10Y | +109.2% | +307.3% | -198.1% | +89.1% |
| All | +109.2% | +315.0% | -205.8% | +89.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling