+89.7%
LTH vs TMF
-25.6%
+115.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.9% | +5.0% | +2.4% |
| 7D | +6.4% | -1.1% | +7.4% | +6.7% |
| 30D | +16.7% | +11.8% | +4.9% | +12.6% |
| 3M | +11.7% | -4.0% | +15.7% | +12.9% |
| 6M | +48.5% | -16.5% | +65.0% | +59.8% |
| YTD | +78.4% | -19.9% | +98.3% | +93.6% |
| 1Y | +89.7% | -25.6% | +115.3% | +116.0% |
| All | +89.7% | -25.6% | +115.3% | +116.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling