+53.2%
THNQ vs SPY
+20.8%
+32.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.7% |
| 7D | -0.8% | +0.1% | -0.9% | -1.0% |
| 30D | +1.2% | +0.1% | +1.1% | +1.2% |
| 3M | -0.4% | +2.0% | -2.4% | -3.6% |
| 6M | +46.2% | +13.0% | +33.2% | +17.4% |
| YTD | +42.1% | +13.5% | +28.6% | +13.3% |
| 1Y | +53.2% | +20.0% | +33.3% | +11.9% |
| All | +53.2% | +20.8% | +32.4% | +11.9% |
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