-16.4%
TGT vs LTH
+160.9%
-177.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | +0.2% |
| 7D | +0.8% | -0.6% | +1.4% | +0.9% |
| 30D | +12.2% | -4.6% | +16.8% | +13.2% |
| 3M | +33.8% | +32.8% | +1.0% | +26.4% |
| 6M | +39.3% | +64.6% | -25.3% | +25.4% |
| YTD | +72.9% | +62.6% | +10.2% | +55.7% |
| 1Y | +84.6% | +49.9% | +34.6% | +68.6% |
| 3Y | +46.2% | +151.3% | -105.1% | +17.7% |
| All | -16.4% | +160.9% | -177.3% | -35.3% |
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