+88.9%
TEM vs LTH
+163.8%
-74.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.3% | +9.3% | +8.7% |
| 7D | +5.3% | +4.5% | +0.8% | +2.2% |
| 30D | +8.1% | +16.3% | -8.2% | -1.8% |
| 3M | +64.9% | +8.4% | +56.5% | +54.6% |
| 6M | +42.1% | +40.3% | +1.9% | +10.3% |
| YTD | +28.8% | +77.3% | -48.5% | -19.1% |
| 1Y | +5.5% | +88.0% | -82.5% | -37.3% |
| All | +88.9% | +163.8% | -74.9% | -20.5% |
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 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