+139.8%
TRV vs LTH
+159.1%
-19.3%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.9% |
| 7D | +0.5% | +1.5% | -1.1% | +0.3% |
| 30D | -4.9% | -3.1% | -1.8% | -4.6% |
| 3M | +23.7% | +28.1% | -4.4% | +21.3% |
| 6M | +20.3% | +67.4% | -47.1% | +15.0% |
| YTD | +27.1% | +59.8% | -32.7% | +21.8% |
| 1Y | +35.3% | +45.6% | -10.3% | +30.6% |
| 3Y | +139.8% | +162.0% | -22.2% | +128.5% |
| All | +139.8% | +159.1% | -19.3% | +128.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling