-23.4%
TLH vs SPY
+74.0%
-97.5%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -2.4% | +3.3% | -5.7% | -2.6% |
| 30D | +1.9% | -2.7% | +4.5% | +2.0% |
| 3M | -1.6% | -1.7% | +0.1% | -1.5% |
| 6M | -3.1% | +3.1% | -6.1% | -3.3% |
| YTD | -4.1% | +11.9% | -16.0% | -4.8% |
| 1Y | -5.3% | +12.0% | -17.3% | -6.0% |
| 3Y | +8.9% | +78.2% | -69.2% | +4.6% |
| 5Y | -23.4% | +73.2% | -96.7% | -28.3% |
| All | -23.4% | +74.0% | -97.5% | -28.3% |
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