+274.3%
LTH vs TMF
-25.3%
+299.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.2% | -1.3% |
| 7D | +4.5% | +1.2% | +3.3% | +4.2% |
| 30D | +16.3% | +19.7% | -3.4% | +12.5% |
| 3M | +8.4% | -2.1% | +10.5% | +8.6% |
| 6M | +40.3% | -13.4% | +53.7% | +43.8% |
| YTD | +77.3% | -16.7% | +94.0% | +82.8% |
| 1Y | +88.0% | -23.3% | +111.3% | +96.5% |
| 3Y | +274.3% | -24.8% | +299.1% | +264.7% |
| All | +274.3% | -25.3% | +299.6% | +264.7% |
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 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