+287.5%
TSM vs LTH
+186.2%
+101.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.8% |
| 7D | -2.1% | +6.4% | -8.4% | -3.6% |
| 30D | -12.5% | +16.7% | -29.3% | -15.9% |
| 3M | -5.0% | +11.7% | -16.7% | -7.9% |
| 6M | -3.2% | +48.5% | -51.7% | -12.9% |
| YTD | +31.5% | +78.4% | -46.9% | +12.3% |
| 1Y | +35.7% | +89.7% | -54.0% | +14.0% |
| 3Y | +323.5% | +245.6% | +77.9% | +203.4% |
| 5Y | +263.4% | +142.7% | +120.7% | +149.7% |
| All | +287.5% | +186.2% | +101.4% | +162.4% |
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