-17.6%
TGT vs LTH
+174.8%
-192.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.1% | -0.3% |
| 7D | +2.6% | -4.6% | +7.2% | +3.5% |
| 30D | +6.6% | +14.8% | -8.2% | +3.6% |
| 3M | +5.2% | +3.9% | +1.3% | +4.2% |
| 6M | +35.3% | +35.5% | -0.2% | +27.0% |
| YTD | +70.3% | +71.3% | -1.0% | +51.6% |
| 1Y | +81.2% | +75.7% | +5.5% | +60.3% |
| 3Y | +66.9% | +231.9% | -165.0% | +27.7% |
| 5Y | -27.2% | +130.5% | -157.6% | -45.9% |
| All | -17.6% | +174.8% | -192.4% | -37.0% |
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 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