-21.8%
TNA vs LTH
+152.0%
-173.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.5% | -2.9% |
| 7D | -3.6% | -4.0% | +0.4% | -0.6% |
| 30D | -10.1% | -1.7% | -8.4% | -9.1% |
| 3M | +2.7% | +28.0% | -25.3% | -15.7% |
| 6M | +38.4% | +54.1% | -15.6% | -2.6% |
| YTD | +45.4% | +57.1% | -11.6% | +0.4% |
| 1Y | +55.9% | +45.8% | +10.2% | +13.6% |
| 3Y | +109.8% | +157.6% | -47.7% | -2.8% |
| All | -21.8% | +152.0% | -173.8% | -64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling