-46.0%
TSLL vs LTH
+84.0%
-130.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +6.3% | -12.7% | -7.0% |
| 7D | -9.4% | +9.9% | -19.3% | -10.5% |
| 30D | +1.6% | +18.3% | -16.7% | -0.6% |
| 3M | +29.4% | +5.9% | +23.5% | +28.4% |
| 6M | -20.1% | +80.3% | -100.5% | -31.5% |
| YTD | -44.5% | +78.3% | -122.8% | -52.6% |
| 1Y | -46.0% | +81.0% | -127.0% | -53.6% |
| All | -46.0% | +84.0% | -130.1% | -53.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling