-97.2%
THRY vs SPY
+221.0%
-318.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.5% | -5.5% | -5.7% |
| 7D | +8.6% | +0.5% | +8.1% | +8.3% |
| 30D | -19.9% | -0.9% | -18.9% | -19.4% |
| 3M | -48.4% | +3.9% | -52.3% | -49.7% |
| 6M | -38.5% | +14.5% | -53.0% | -43.2% |
| YTD | -67.7% | +12.9% | -80.6% | -69.8% |
| 1Y | -84.8% | +19.4% | -104.2% | -86.1% |
| 3Y | -89.9% | +78.5% | -168.4% | -92.1% |
| 5Y | -93.4% | +81.8% | -175.1% | -94.9% |
| All | -97.2% | +221.0% | -318.2% | -97.6% |
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 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