+279.3%
LTH vs TMF
-25.2%
+304.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | +5.3% | +2.7% | +2.6% | +4.7% |
| 30D | +18.3% | +19.3% | -1.1% | +14.4% |
| 3M | +5.4% | -3.7% | +9.0% | +5.9% |
| 6M | +62.5% | -11.3% | +73.8% | +65.9% |
| YTD | +79.6% | -16.6% | +96.2% | +85.2% |
| 1Y | +88.1% | -21.1% | +109.3% | +95.7% |
| All | +279.3% | -25.2% | +304.5% | +269.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling