+16.3%
THO vs SPY
+311.8%
-295.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -3.2% |
| 7D | -7.4% | -0.9% | -6.5% | -6.5% |
| 30D | +23.5% | -2.4% | +25.8% | +27.0% |
| 3M | -2.9% | -1.2% | -1.7% | -1.8% |
| 6M | +6.5% | +3.3% | +3.2% | +1.4% |
| YTD | -21.6% | +12.3% | -33.9% | -33.2% |
| 1Y | -21.0% | +12.4% | -33.4% | -32.8% |
| 3Y | -8.2% | +78.8% | -87.0% | -58.8% |
| 5Y | -22.0% | +75.2% | -97.1% | -63.5% |
| 10Y | +16.3% | +311.1% | -294.8% | -84.0% |
| All | +16.3% | +311.8% | -295.5% | -84.0% |
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 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