+248.9%
LTH vs TMF
-29.8%
+278.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +7.0% | +0.6% | +6.4% | +6.9% |
| 30D | +15.4% | +16.3% | -0.9% | +12.3% |
| 3M | +7.0% | -2.7% | +9.7% | +7.4% |
| 6M | +46.9% | -13.2% | +60.0% | +50.3% |
| YTD | +76.4% | -16.7% | +93.1% | +81.7% |
| 1Y | +83.7% | -22.7% | +106.5% | +91.4% |
| 3Y | +248.9% | -26.1% | +275.0% | +248.7% |
| All | +248.9% | -29.8% | +278.7% | +248.7% |
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