+143.5%
LTH vs TMF
-86.4%
+229.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.3% |
| 7D | -0.6% | -1.4% | +0.8% | -0.4% |
| 30D | -4.6% | -2.8% | -1.8% | -4.2% |
| 3M | +32.8% | -10.9% | +43.7% | +35.2% |
| 6M | +64.6% | -21.3% | +85.9% | +70.9% |
| YTD | +62.6% | -15.9% | +78.5% | +66.9% |
| 1Y | +49.9% | -15.7% | +65.7% | +53.7% |
| 3Y | +151.3% | -43.4% | +194.7% | +164.8% |
| All | +143.5% | -86.4% | +229.9% | +149.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling