-97.0%
THRY vs SPY
+222.8%
-319.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.4% | +8.7% | +8.5% |
| 7D | +9.5% | +0.1% | +9.4% | +9.4% |
| 30D | -14.9% | +0.1% | -15.0% | -14.9% |
| 3M | -45.3% | +2.0% | -47.3% | -46.1% |
| 6M | -34.8% | +13.0% | -47.8% | -39.3% |
| YTD | -65.6% | +13.5% | -79.2% | -67.9% |
| 1Y | -83.2% | +20.0% | -103.2% | -84.7% |
| 3Y | -89.8% | +77.2% | -167.0% | -91.9% |
| 5Y | -93.4% | +81.9% | -175.3% | -94.9% |
| All | -97.0% | +222.8% | -319.8% | -97.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling