+120.5%
TD vs LTH
+180.7%
-60.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.3% |
| 7D | +1.1% | -1.3% | +2.4% | +1.3% |
| 30D | +5.2% | +15.7% | -10.5% | +3.1% |
| 3M | +1.2% | +5.0% | -3.8% | +0.4% |
| 6M | +17.7% | +37.7% | -19.9% | +12.4% |
| YTD | +34.2% | +75.0% | -40.8% | +23.6% |
| 1Y | +55.4% | +82.6% | -27.2% | +42.2% |
| 3Y | +130.4% | +241.3% | -110.9% | +89.2% |
| 5Y | +101.8% | +135.4% | -33.6% | +64.4% |
| All | +120.5% | +180.7% | -60.3% | +80.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling