-5.8%
TDG vs LTH
+84.0%
-89.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.3% | -5.6% | -0.5% |
| 7D | +7.1% | +9.9% | -2.8% | +4.9% |
| 30D | +11.4% | +18.3% | -6.9% | +7.5% |
| 3M | -4.6% | +5.9% | -10.5% | -5.9% |
| 6M | +5.8% | +80.3% | -74.5% | -7.2% |
| YTD | -8.5% | +78.3% | -86.8% | -18.2% |
| 1Y | -5.8% | +81.0% | -86.8% | -16.2% |
| All | -5.8% | +84.0% | -89.9% | -16.2% |
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