+12.6%
THO vs SPY
+312.5%
-299.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.4% |
| 7D | -5.0% | -0.4% | -4.6% | -4.5% |
| 30D | -9.5% | -1.4% | -8.2% | -7.9% |
| 3M | -8.1% | +3.7% | -11.8% | -12.5% |
| 6M | -15.1% | +13.0% | -28.1% | -28.0% |
| YTD | -28.6% | +12.4% | -41.0% | -39.0% |
| 1Y | -32.7% | +18.5% | -51.3% | -46.5% |
| 3Y | -22.8% | +77.6% | -100.4% | -64.7% |
| 5Y | -28.5% | +81.7% | -110.2% | -68.3% |
| 10Y | +12.6% | +319.7% | -307.1% | -82.9% |
| All | +12.6% | +312.5% | -299.9% | -82.9% |
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 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