+139.5%
LTH vs TPG
+71.4%
+68.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | +1.2% |
| 7D | -3.7% | -11.8% | +8.1% | +1.8% |
| 30D | -5.3% | -6.3% | +0.9% | -3.0% |
| 3M | +24.2% | +13.6% | +10.6% | +15.6% |
| 6M | +54.8% | +13.8% | +41.0% | +42.5% |
| YTD | +56.1% | -23.7% | +79.8% | +73.1% |
| 1Y | +45.5% | -18.2% | +63.7% | +54.5% |
| 3Y | +155.9% | +80.1% | +75.8% | +59.1% |
| All | +139.5% | +71.4% | +68.1% | +34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling