+52.2%
TEM vs LTH
+133.8%
-81.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.7% | -3.0% | -3.6% |
| 7D | -1.1% | -4.0% | +2.9% | +1.4% |
| 30D | +11.3% | -1.7% | +13.0% | +11.7% |
| 3M | +25.5% | +28.0% | -2.5% | +4.1% |
| 6M | +17.1% | +54.1% | -36.9% | -17.6% |
| YTD | +3.8% | +57.1% | -53.3% | -29.2% |
| 1Y | -24.4% | +45.8% | -70.1% | -45.1% |
| All | +52.2% | +133.8% | -81.5% | -30.4% |
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 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