+71.0%
TLH vs SPY
+644.4%
-573.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | 0.0% |
| 7D | +0.1% | -2.7% | +2.8% | -0.3% |
| 30D | +5.2% | -5.4% | +10.5% | +4.3% |
| 3M | +0.1% | -4.1% | +4.2% | -0.5% |
| 6M | -2.2% | +0.7% | -2.9% | -2.1% |
| YTD | -2.2% | +8.7% | -10.8% | -0.8% |
| 1Y | -3.1% | +10.9% | -13.9% | -1.4% |
| 3Y | +11.9% | +75.0% | -63.1% | +23.1% |
| 5Y | -22.8% | +67.8% | -90.6% | -15.7% |
| 10Y | -9.5% | +312.9% | -322.3% | +21.6% |
| All | +71.0% | +644.4% | -573.5% | +160.4% |
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