+113.2%
TD vs LTH
+156.3%
-43.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.8% | -0.7% |
| 7D | +0.9% | +1.5% | -0.7% | +0.6% |
| 30D | -0.7% | -3.1% | +2.4% | -0.3% |
| 3M | +6.3% | +28.1% | -21.9% | +2.5% |
| 6M | +27.9% | +67.4% | -39.5% | +18.7% |
| YTD | +29.8% | +59.8% | -30.0% | +21.1% |
| 1Y | +63.7% | +45.6% | +18.1% | +54.3% |
| 3Y | +128.3% | +162.0% | -33.7% | +93.7% |
| All | +113.2% | +156.3% | -43.1% | +77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling