+145.2%
LTH vs TPG
+85.9%
+59.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -0.3% |
| 7D | +1.5% | -2.9% | +4.4% | +2.8% |
| 30D | -3.1% | +5.0% | -8.1% | -5.6% |
| 3M | +28.1% | +24.9% | +3.2% | +14.1% |
| 6M | +67.4% | +21.1% | +46.3% | +50.0% |
| YTD | +59.8% | -17.3% | +77.0% | +71.0% |
| 1Y | +45.6% | -9.8% | +55.4% | +47.9% |
| 3Y | +162.0% | +95.4% | +66.6% | +57.1% |
| All | +145.2% | +85.9% | +59.3% | +32.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling