+221.7%
THNQ vs SPY
+181.5%
+40.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -0.6% |
| 7D | +5.3% | +2.6% | +2.7% | +1.7% |
| 30D | -10.7% | -2.0% | -8.7% | -7.5% |
| 3M | -12.7% | -2.8% | -10.0% | -8.3% |
| 6M | +2.8% | +2.1% | +0.7% | +1.4% |
| YTD | +29.7% | +11.5% | +18.2% | +14.0% |
| 1Y | +29.4% | +13.5% | +15.9% | +11.2% |
| 3Y | +132.5% | +77.7% | +54.8% | +10.5% |
| 5Y | +72.5% | +72.6% | -0.1% | -13.6% |
| All | +221.7% | +181.5% | +40.2% | 0.0% |
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