+2.4%
THM vs SPY
+639.1%
-636.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.5% |
| 7D | -3.5% | +0.1% | -3.6% | -3.5% |
| 30D | +18.4% | +0.1% | +18.3% | +18.5% |
| 3M | +0.8% | +2.0% | -1.2% | +0.3% |
| 6M | -24.2% | +13.0% | -37.2% | -28.2% |
| YTD | +34.9% | +13.5% | +21.4% | +27.9% |
| 1Y | +75.5% | +20.0% | +55.6% | +62.3% |
| 3Y | +578.4% | +77.2% | +501.2% | +416.2% |
| 5Y | +178.9% | +81.9% | +97.0% | +108.6% |
| 10Y | +161.5% | +314.1% | -152.6% | +27.3% |
| All | +2.4% | +639.1% | -636.6% | -67.6% |
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