+154.0%
LTH vs TMF
-42.2%
+196.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.2% |
| 7D | -0.6% | -1.4% | +0.8% | -0.3% |
| 30D | -4.6% | -2.8% | -1.8% | -4.1% |
| 3M | +32.8% | -10.9% | +43.7% | +35.9% |
| 6M | +64.6% | -21.3% | +85.9% | +72.6% |
| YTD | +62.6% | -15.9% | +78.5% | +68.2% |
| 1Y | +49.9% | -15.7% | +65.7% | +54.8% |
| All | +154.0% | -42.2% | +196.2% | +158.6% |
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 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