+1.2%
THYM vs SPY
+17.4%
-16.2%
-3.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -0.8% | -0.4% | -0.4% | -0.7% |
| 30D | -1.9% | -1.4% | -0.6% | -1.8% |
| 3M | -2.4% | +3.7% | -6.1% | -2.9% |
| 6M | -0.9% | +13.0% | -13.9% | -2.7% |
| YTD | +0.8% | +12.4% | -11.6% | -1.0% |
| All | +1.2% | +17.4% | -16.2% | -1.1% |
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