+279.9%
TSM vs LTH
+183.0%
+96.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.6% |
| 7D | -2.5% | +7.0% | -9.5% | -4.2% |
| 30D | -14.3% | +15.4% | -29.7% | -17.3% |
| 3M | -7.2% | +7.0% | -14.3% | -9.1% |
| 6M | -5.1% | +46.9% | -52.0% | -14.4% |
| YTD | +28.9% | +76.4% | -47.5% | +10.4% |
| 1Y | +37.1% | +83.7% | -46.7% | +16.0% |
| 3Y | +341.5% | +248.9% | +92.6% | +215.6% |
| 5Y | +245.7% | +141.8% | +103.9% | +137.9% |
| All | +279.9% | +183.0% | +96.9% | +157.8% |
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