+6.7%
TEM vs LTH
+77.7%
-70.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.2% | -0.3% | -4.2% |
| 7D | +7.8% | -4.6% | +12.4% | +8.1% |
| 30D | +11.2% | +14.8% | -3.6% | +9.3% |
| 3M | +39.0% | +3.9% | +35.0% | +38.1% |
| 6M | +61.6% | +35.5% | +26.1% | +48.8% |
| YTD | +28.5% | +71.3% | -42.8% | +8.8% |
| 1Y | +6.7% | +75.7% | -69.0% | -11.2% |
| All | +6.7% | +77.7% | -70.9% | -11.2% |
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