-15.1%
TLN vs LTH
+46.4%
-61.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.8% | +4.5% | +3.0% |
| 7D | +10.9% | +1.5% | +9.4% | +10.7% |
| 30D | -6.3% | -3.1% | -3.3% | -6.0% |
| 3M | -10.7% | +28.1% | -38.8% | -15.7% |
| 6M | +1.6% | +67.4% | -65.8% | -7.1% |
| YTD | -13.1% | +59.8% | -72.9% | -20.7% |
| 1Y | -15.1% | +45.6% | -60.6% | -19.9% |
| All | -15.1% | +46.4% | -61.5% | -19.9% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling