-34.1%
TNA vs LTH
+180.7%
-214.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -2.6% |
| 7D | +3.7% | -1.3% | +5.0% | +4.6% |
| 30D | +4.4% | +15.7% | -11.3% | -6.7% |
| 3M | -26.7% | +5.0% | -31.6% | -30.1% |
| 6M | -12.8% | +37.7% | -50.5% | -32.9% |
| YTD | +22.7% | +75.0% | -52.4% | -22.7% |
| 1Y | +35.7% | +82.6% | -47.0% | -17.1% |
| 3Y | +134.6% | +241.3% | -106.7% | -11.4% |
| 5Y | -46.0% | +135.4% | -181.4% | -77.5% |
| All | -34.1% | +180.7% | -214.8% | -72.4% |
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