+8.6%
TFC vs LTH
+160.9%
-152.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +2.4% | -0.6% | +3.1% | +2.6% |
| 30D | -1.3% | -4.6% | +3.3% | -0.1% |
| 3M | +6.1% | +32.8% | -26.7% | -1.7% |
| 6M | +7.3% | +64.6% | -57.3% | -6.7% |
| YTD | +8.2% | +62.6% | -54.4% | -5.8% |
| 1Y | +14.4% | +49.9% | -35.5% | +1.5% |
| 3Y | +93.7% | +151.3% | -57.6% | +45.7% |
| All | +8.6% | +160.9% | -152.3% | -22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling