-25.9%
THO vs SPY
+81.8%
-107.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.1% | -3.0% |
| 7D | -0.3% | +0.5% | -0.9% | -1.0% |
| 30D | -6.8% | -0.9% | -5.9% | -5.8% |
| 3M | -3.5% | +3.9% | -7.4% | -7.7% |
| 6M | -12.9% | +14.5% | -27.4% | -25.6% |
| YTD | -26.4% | +12.9% | -39.4% | -36.0% |
| 1Y | -32.2% | +19.4% | -51.6% | -44.8% |
| 3Y | -20.4% | +78.5% | -98.9% | -59.4% |
| 5Y | -25.9% | +81.8% | -107.6% | -62.1% |
| All | -25.9% | +81.8% | -107.6% | -62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling