+156.6%
LTH vs TMF
-87.6%
+244.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.4% | +0.3% | -3.4% |
| 7D | -4.6% | -8.2% | +3.5% | -3.3% |
| 30D | +14.8% | +5.3% | +9.5% | +13.9% |
| 3M | +3.9% | -8.5% | +12.4% | +5.2% |
| 6M | +35.5% | -17.2% | +52.7% | +39.4% |
| YTD | +71.3% | -23.4% | +94.7% | +78.4% |
| 1Y | +75.7% | -30.2% | +105.9% | +85.5% |
| 3Y | +231.9% | -32.9% | +264.9% | +244.0% |
| 5Y | +130.5% | -88.5% | +219.0% | +142.5% |
| All | +156.6% | -87.6% | +244.2% | +166.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling