+84.4%
TSM vs LTH
+54.1%
+30.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.5% | +2.8% |
| 7D | +2.7% | -0.6% | +3.4% | +2.8% |
| 30D | +3.6% | -4.6% | +8.2% | +4.1% |
| 3M | -3.4% | +32.8% | -36.2% | -8.4% |
| 6M | +20.6% | +64.6% | -44.0% | +10.7% |
| YTD | +41.9% | +62.6% | -20.8% | +31.3% |
| 1Y | +84.4% | +49.9% | +34.4% | +77.0% |
| All | +84.4% | +54.1% | +30.3% | +77.0% |
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