+0.2%
TRI vs LTH
+132.1%
-131.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.2% | +4.6% | +0.8% |
| 7D | -7.5% | -4.6% | -2.9% | -7.0% |
| 30D | +3.9% | +14.8% | -10.9% | +2.3% |
| 3M | +7.2% | +3.9% | +3.2% | +6.6% |
| 6M | +27.0% | +35.5% | -8.5% | +22.8% |
| YTD | -14.0% | +71.3% | -85.4% | -19.5% |
| 1Y | -17.7% | +75.7% | -93.4% | -23.2% |
| 3Y | -10.7% | +231.9% | -242.6% | -24.2% |
| All | +0.2% | +132.1% | -131.9% | -17.0% |
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