-18.1%
THO vs SPY
+80.4%
-98.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +2.0% |
| 7D | -0.1% | +0.1% | -0.2% | -0.2% |
| 30D | -3.2% | +0.1% | -3.2% | -3.3% |
| 3M | +3.5% | +2.0% | +1.5% | +1.1% |
| 6M | -14.2% | +13.0% | -27.2% | -25.2% |
| YTD | -23.7% | +13.5% | -37.2% | -33.7% |
| 1Y | -29.5% | +20.0% | -49.5% | -42.6% |
| All | -18.1% | +80.4% | -98.5% | -61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling