-98.2%
THRY vs SPY
+216.3%
-314.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +2.4% | +6.6% | +7.6% |
| 7D | +3.2% | +0.1% | +3.1% | +3.4% |
| 30D | -9.2% | -3.3% | -5.9% | -7.4% |
| 3M | -47.5% | -2.4% | -45.1% | -46.7% |
| 6M | -66.4% | +2.6% | -69.0% | -66.9% |
| YTD | -78.8% | +11.2% | -90.1% | -80.0% |
| 1Y | -79.6% | +13.4% | -92.9% | -80.9% |
| 3Y | -93.1% | +79.9% | -173.0% | -94.5% |
| 5Y | -96.1% | +72.2% | -168.2% | -96.9% |
| All | -98.2% | +216.3% | -314.4% | -98.4% |
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