-1.4%
THMR vs SPY
+14.2%
-15.6%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -1.5% |
| 7D | -4.5% | -0.7% | -3.8% | -3.9% |
| 30D | -6.6% | -1.0% | -5.6% | -5.7% |
| 3M | -1.7% | -0.3% | -1.3% | -1.3% |
| 6M | -4.3% | +7.3% | -11.7% | -10.0% |
| All | -1.4% | +14.2% | -15.6% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling