+4.9%
TFC vs LTH
+174.8%
-170.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.4% | +0.3% |
| 7D | +0.1% | -4.6% | +4.7% | +1.3% |
| 30D | +8.6% | +14.8% | -6.2% | +4.6% |
| 3M | -4.3% | +3.9% | -8.3% | -5.5% |
| 6M | +5.4% | +35.5% | -30.1% | -3.1% |
| YTD | +4.5% | +71.3% | -66.8% | -10.5% |
| 1Y | +14.0% | +75.7% | -61.7% | -3.1% |
| 3Y | +93.4% | +231.9% | -138.6% | +36.2% |
| 5Y | +0.5% | +130.5% | -130.0% | -30.2% |
| All | +4.9% | +174.8% | -170.0% | -25.8% |
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