+62.6%
TD vs LTH
+84.0%
-21.4%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.3% | -3.6% | +2.0% |
| 7D | +1.4% | +9.9% | -8.5% | +0.2% |
| 30D | +10.2% | +18.3% | -8.1% | +8.0% |
| 3M | +8.1% | +5.9% | +2.2% | +7.3% |
| 6M | +22.3% | +80.3% | -58.0% | +12.3% |
| YTD | +39.0% | +78.3% | -39.2% | +28.1% |
| 1Y | +62.6% | +81.0% | -18.4% | +49.5% |
| All | +62.6% | +84.0% | -21.4% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 1y: compounded portfolio wealth divided by compounded LTH 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…
1y analysis · Full analysis span regression · 6 months rolling