-24.2%
TNA vs LTH
+150.3%
-174.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.5% |
| 7D | -7.6% | -3.7% | -3.9% | -4.9% |
| 30D | -13.6% | -5.3% | -8.3% | -10.1% |
| 3M | +2.8% | +24.2% | -21.4% | -13.6% |
| 6M | +34.5% | +54.8% | -20.3% | -5.7% |
| YTD | +41.0% | +56.1% | -15.0% | -2.2% |
| 1Y | +52.0% | +45.5% | +6.5% | +10.9% |
| 3Y | +103.5% | +155.9% | -52.4% | -5.2% |
| All | -24.2% | +150.3% | -174.5% | -65.1% |
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