+50.2%
TDG vs LTH
+153.7%
-103.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.8% | +0.2% |
| 7D | -2.7% | -3.7% | +1.1% | -1.9% |
| 30D | -9.3% | -5.3% | -4.0% | -8.2% |
| 3M | -7.1% | +24.2% | -31.2% | -11.5% |
| 6M | -11.2% | +54.8% | -66.0% | -19.8% |
| YTD | -15.3% | +56.1% | -71.3% | -23.8% |
| 1Y | -12.5% | +45.5% | -58.0% | -20.2% |
| All | +50.2% | +153.7% | -103.5% | +25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling