-35.7%
TOST vs LTH
+186.8%
-222.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -3.6% | +0.3% | -3.9% | -3.7% |
| 30D | +8.9% | +17.7% | -8.8% | +0.7% |
| 3M | -2.2% | +8.5% | -10.7% | -6.2% |
| 6M | +41.0% | +46.9% | -6.0% | +16.4% |
| YTD | -4.0% | +78.8% | -82.8% | -29.5% |
| 1Y | -9.6% | +84.9% | -94.5% | -34.8% |
| 3Y | +141.7% | +246.4% | -104.7% | +17.1% |
| 5Y | -29.5% | +129.6% | -159.1% | -65.7% |
| All | -35.7% | +186.8% | -222.4% | -69.4% |
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 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