-60.3%
TSLL vs LTH
+201.3%
-261.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +0.8% | -22.6% | -22.3% |
| 7D | -28.9% | +5.3% | -34.2% | -31.4% |
| 30D | -21.4% | +18.3% | -39.7% | -29.3% |
| 3M | +5.0% | +5.4% | -0.4% | +0.1% |
| 6M | -36.6% | +62.5% | -99.1% | -54.7% |
| YTD | -56.6% | +79.6% | -136.3% | -71.6% |
| 1Y | -60.9% | +88.1% | -149.0% | -75.2% |
| 3Y | -25.2% | +272.5% | -297.7% | -66.3% |
| All | -60.3% | +201.3% | -261.5% | -80.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling