+33.7%
THYF vs SPY
+109.7%
-76.0%
-5.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | 0.0% |
| 7D | +0.3% | -0.9% | +1.2% | +0.5% |
| 30D | +1.1% | -2.4% | +3.4% | +1.6% |
| 3M | -0.5% | -1.2% | +0.6% | -0.3% |
| 6M | +0.5% | +3.3% | -2.8% | -0.4% |
| YTD | +1.8% | +12.3% | -10.5% | -1.4% |
| 1Y | +2.8% | +12.4% | -9.7% | -0.4% |
| 3Y | +26.4% | +78.8% | -52.4% | +4.8% |
| All | +33.7% | +109.7% | -76.0% | +3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling