-34.6%
TOST vs LTH
+184.4%
-219.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -0.8% |
| 7D | +9.4% | +4.5% | +5.0% | +7.2% |
| 30D | +13.5% | +16.3% | -2.9% | +5.6% |
| 3M | -0.1% | +8.4% | -8.5% | -4.3% |
| 6M | +22.5% | +40.3% | -17.8% | +3.2% |
| YTD | -2.4% | +77.3% | -79.6% | -28.1% |
| 1Y | -4.7% | +88.0% | -92.7% | -31.9% |
| 3Y | +103.2% | +274.3% | -171.0% | -6.0% |
| 5Y | -41.2% | +142.9% | -184.1% | -71.3% |
| All | -34.6% | +184.4% | -219.0% | -68.8% |
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