+14.0%
TFC vs LTH
+77.7%
-63.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.4% | +0.2% |
| 7D | +0.1% | -4.6% | +4.7% | +1.1% |
| 30D | +8.6% | +14.8% | -6.2% | +5.2% |
| 3M | -4.3% | +3.9% | -8.3% | -5.3% |
| 6M | +5.4% | +35.5% | -30.1% | -1.4% |
| YTD | +4.5% | +71.3% | -66.8% | -7.5% |
| 1Y | +14.0% | +75.7% | -61.7% | +0.1% |
| All | +14.0% | +77.7% | -63.7% | +0.1% |
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