+109.8%
TEM vs LTH
+162.5%
-52.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.5% | +11.5% | +11.3% |
| 7D | +7.6% | +7.0% | +0.6% | +3.1% |
| 30D | +19.0% | +15.4% | +3.6% | +8.5% |
| 3M | +62.2% | +7.0% | +55.2% | +53.2% |
| 6M | +69.4% | +46.9% | +22.5% | +27.0% |
| YTD | +43.0% | +76.4% | -33.4% | -9.9% |
| 1Y | +18.0% | +83.7% | -65.7% | -28.6% |
| All | +109.8% | +162.5% | -52.8% | -11.5% |
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