+6.3%
TFC vs LTH
+156.3%
-150.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.4% | -1.7% |
| 7D | +2.2% | +1.5% | +0.7% | +1.8% |
| 30D | -2.5% | -3.1% | +0.6% | -1.7% |
| 3M | +4.5% | +28.1% | -23.6% | -2.2% |
| 6M | +11.0% | +67.4% | -56.4% | -4.0% |
| YTD | +5.9% | +59.8% | -53.9% | -7.4% |
| 1Y | +14.6% | +45.6% | -31.0% | +2.4% |
| 3Y | +96.7% | +162.0% | -65.3% | +46.5% |
| All | +6.3% | +156.3% | -150.1% | -23.3% |
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