-84.8%
THRY vs SPY
+19.4%
-104.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.5% | -5.5% | -5.3% |
| 7D | +8.6% | +0.5% | +8.1% | +7.9% |
| 30D | -19.9% | -0.9% | -18.9% | -18.8% |
| 3M | -48.4% | +3.9% | -52.3% | -51.8% |
| 6M | -38.5% | +14.5% | -53.0% | -53.6% |
| YTD | -67.7% | +12.9% | -80.6% | -74.3% |
| 1Y | -84.8% | +19.4% | -104.2% | -88.8% |
| All | -84.8% | +19.4% | -104.2% | -88.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling