+167.2%
LTH vs TMF
-87.0%
+254.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.9% | +5.0% | +1.8% |
| 7D | +6.4% | -1.1% | +7.4% | +6.6% |
| 30D | +16.7% | +11.8% | +4.9% | +14.6% |
| 3M | +11.7% | -4.0% | +15.7% | +12.2% |
| 6M | +48.5% | -16.5% | +65.0% | +52.5% |
| YTD | +78.4% | -19.9% | +98.3% | +84.3% |
| 1Y | +89.7% | -25.6% | +115.3% | +98.2% |
| 3Y | +245.6% | -29.9% | +275.5% | +255.5% |
| 5Y | +142.7% | -88.2% | +230.9% | +154.2% |
| All | +167.2% | -87.0% | +254.2% | +175.6% |
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