+156.6%
LTH vs TPG
+81.8%
+74.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.5% |
| 7D | -4.0% | -9.4% | +5.4% | -0.9% |
| 30D | -5.3% | -5.3% | 0.0% | -4.0% |
| 3M | +19.0% | +12.9% | +6.1% | +13.2% |
| 6M | +55.8% | +20.1% | +35.7% | +43.9% |
| YTD | +56.1% | -22.5% | +78.6% | +69.3% |
| 1Y | +41.3% | -19.7% | +60.9% | +50.2% |
| 3Y | +156.6% | +81.2% | +75.4% | +48.6% |
| All | +156.6% | +81.8% | +74.8% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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