-23.9%
THRM vs SPY
+2,881.0%
-2,904.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.9% | -0.8% |
| 7D | -4.8% | -2.7% | -2.1% | -2.3% |
| 30D | -3.0% | -5.4% | +2.4% | +2.4% |
| 3M | -22.3% | -4.1% | -18.2% | -18.9% |
| 6M | +1.7% | +0.7% | +1.0% | +1.1% |
| YTD | -13.7% | +8.7% | -22.3% | -20.0% |
| 1Y | -12.7% | +10.9% | -23.6% | -20.5% |
| 3Y | -31.9% | +75.0% | -106.8% | -59.7% |
| 5Y | -62.4% | +67.8% | -130.2% | -76.4% |
| 10Y | +14.4% | +312.9% | -298.5% | -67.2% |
| All | -23.9% | +2,881.0% | -2,904.9% | -86.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling