-1.3%
THRM vs SPY
+3,014.8%
-3,016.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.0% |
| 6M | +32.4% | +13.0% | +19.4% | +17.9% |
| YTD | +11.9% | +13.5% | -1.6% | -0.7% |
| 1Y | +13.5% | +20.0% | -6.4% | -4.2% |
| 3Y | -32.6% | +77.2% | -109.8% | -60.5% |
| 5Y | -51.5% | +81.9% | -133.4% | -71.9% |
| 10Y | +20.5% | +314.1% | -293.6% | -65.7% |
| All | -1.3% | +3,014.8% | -3,016.1% | -82.9% |
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