+60.7%
TD vs LTH
+45.0%
+15.7%
-7.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.5% | +0.9% |
| 7D | -2.6% | -3.7% | +1.2% | -2.1% |
| 30D | -1.0% | -5.3% | +4.3% | -0.4% |
| 3M | +5.6% | +24.2% | -18.6% | +2.2% |
| 6M | +27.1% | +54.8% | -27.7% | +19.4% |
| YTD | +29.4% | +56.1% | -26.7% | +21.7% |
| 1Y | +60.7% | +45.5% | +15.1% | +53.9% |
| All | +60.7% | +45.0% | +15.7% | +53.9% |
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 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