-51.0%
THRM vs SPY
+82.0%
-133.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.1% |
| 7D | +2.9% | +0.1% | +2.8% | +2.8% |
| 30D | -2.3% | +0.1% | -2.4% | -2.3% |
| 3M | +7.3% | +2.0% | +5.3% | +4.6% |
| 6M | +32.4% | +13.0% | +19.4% | +15.0% |
| YTD | +11.9% | +13.5% | -1.6% | -3.2% |
| 1Y | +13.5% | +20.0% | -6.4% | -7.6% |
| 3Y | -32.6% | +77.2% | -109.8% | -65.7% |
| All | -51.0% | +82.0% | -133.0% | -75.6% |
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