-89.5%
THRY vs SPY
+77.4%
-166.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.4% | +8.7% | +8.8% |
| 7D | +9.5% | +0.1% | +9.4% | +9.3% |
| 30D | -14.9% | +0.1% | -15.0% | -14.9% |
| 3M | -45.3% | +2.0% | -47.3% | -47.3% |
| 6M | -34.8% | +13.0% | -47.8% | -46.1% |
| YTD | -65.6% | +13.5% | -79.2% | -71.5% |
| 1Y | -83.2% | +20.0% | -103.2% | -87.0% |
| All | -89.5% | +77.4% | -166.9% | -94.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling