+86.2%
TFC vs LTH
+268.4%
-182.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.6% |
| 7D | +1.2% | +4.5% | -3.3% | 0.0% |
| 30D | +8.3% | +16.3% | -8.0% | +4.0% |
| 3M | -5.2% | +8.4% | -13.5% | -7.3% |
| 6M | -0.8% | +40.3% | -41.1% | -9.7% |
| YTD | +3.4% | +77.3% | -73.8% | -12.2% |
| 1Y | +17.0% | +88.0% | -70.9% | -2.5% |
| 3Y | +86.2% | +274.3% | -188.1% | +31.1% |
| All | +86.2% | +268.4% | -182.2% | +31.1% |
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 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