+111.7%
TDG vs LTH
+150.5%
-38.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.1% | +1.2% |
| 7D | -1.9% | -4.0% | +2.1% | -1.0% |
| 30D | -7.7% | -5.3% | -2.4% | -6.6% |
| 3M | -9.3% | +19.0% | -28.3% | -13.0% |
| 6M | -9.4% | +55.8% | -65.2% | -18.5% |
| YTD | -14.3% | +56.1% | -70.4% | -23.1% |
| 1Y | -11.8% | +41.3% | -53.1% | -19.3% |
| 3Y | +52.0% | +156.6% | -104.7% | +20.2% |
| All | +111.7% | +150.5% | -38.7% | +51.7% |
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