+680.9%
TLN vs LTH
+140.5%
+540.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.5% | +7.7% | +7.3% |
| 7D | +9.1% | +7.0% | +2.0% | +7.2% |
| 30D | -4.1% | +15.4% | -19.5% | -7.4% |
| 3M | +4.4% | +7.0% | -2.6% | +2.5% |
| 6M | -6.0% | +46.9% | -52.9% | -15.1% |
| YTD | -3.1% | +76.4% | -79.5% | -16.8% |
| 1Y | -6.1% | +83.7% | -89.8% | -20.2% |
| 3Y | +575.3% | +248.9% | +326.5% | +460.7% |
| All | +680.9% | +140.5% | +540.5% | +544.1% |
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 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