-56.8%
TSLL vs LTH
+197.3%
-254.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.3% | +10.0% | +9.4% |
| 7D | -21.2% | +4.5% | -25.7% | -23.7% |
| 30D | -13.3% | +16.3% | -29.6% | -21.3% |
| 3M | +15.4% | +8.4% | +7.0% | +8.1% |
| 6M | -34.2% | +40.3% | -74.5% | -48.3% |
| YTD | -52.9% | +77.3% | -130.2% | -68.9% |
| 1Y | -54.3% | +88.0% | -142.3% | -71.2% |
| 3Y | -18.4% | +274.3% | -292.6% | -63.3% |
| All | -56.8% | +197.3% | -254.1% | -78.7% |
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