-48.9%
TSLL vs LTH
+199.8%
-248.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.2% | +5.6% | +5.7% |
| 7D | +0.5% | +0.3% | +0.2% | +0.1% |
| 30D | +2.7% | +17.7% | -15.1% | -7.5% |
| 3M | +26.3% | +8.5% | +17.8% | +18.3% |
| 6M | -37.2% | +46.9% | -84.1% | -51.9% |
| YTD | -44.2% | +78.8% | -123.0% | -63.4% |
| 1Y | -44.0% | +84.9% | -128.9% | -64.1% |
| 3Y | 0.0% | +246.4% | -246.3% | -52.9% |
| All | -48.9% | +199.8% | -248.7% | -74.9% |
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