-21.5%
THRM vs SPY
+2,951.6%
-2,973.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.4% | +0.7% | +0.8% |
| 7D | -3.2% | +0.1% | -3.3% | -3.2% |
| 30D | +2.4% | -3.3% | +5.7% | +5.9% |
| 3M | -21.5% | -2.4% | -19.1% | -19.5% |
| 6M | +2.5% | +2.6% | 0.0% | +0.2% |
| YTD | -11.0% | +11.2% | -22.2% | -19.3% |
| 1Y | -10.5% | +13.4% | -23.9% | -20.2% |
| 3Y | -25.9% | +79.9% | -105.8% | -57.2% |
| 5Y | -60.5% | +72.2% | -132.7% | -75.8% |
| 10Y | +15.4% | +307.3% | -291.9% | -66.6% |
| All | -21.5% | +2,951.6% | -2,973.1% | -86.1% |
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 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