-98.3%
THRY vs SPY
+208.9%
-307.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | -6.0% | -2.7% | -3.3% | -4.4% |
| 30D | -18.4% | -5.4% | -13.0% | -15.8% |
| 3M | -52.2% | -4.1% | -48.1% | -51.0% |
| 6M | -67.6% | +0.7% | -68.3% | -67.9% |
| YTD | -80.6% | +8.7% | -89.2% | -81.4% |
| 1Y | -82.9% | +10.9% | -93.8% | -83.8% |
| 3Y | -93.7% | +75.0% | -168.7% | -94.9% |
| 5Y | -96.2% | +67.8% | -164.0% | -97.0% |
| All | -98.3% | +208.9% | -307.3% | -98.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling