-5.4%
TSLL vs LTH
+253.6%
-259.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.3% |
| 7D | -11.0% | +6.4% | -17.4% | -14.6% |
| 30D | -5.3% | +16.7% | -22.0% | -14.2% |
| 3M | +20.8% | +11.7% | +9.1% | +11.2% |
| 6M | -36.0% | +48.5% | -84.5% | -51.8% |
| YTD | -47.3% | +78.4% | -125.7% | -66.1% |
| 1Y | -48.4% | +89.7% | -138.1% | -68.4% |
| 3Y | -5.4% | +245.6% | -251.1% | -47.1% |
| All | -5.4% | +253.6% | -259.1% | -47.1% |
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