+33.0%
TSM vs LTH
+83.5%
-50.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.6% |
| 7D | -2.5% | +7.0% | -9.5% | -3.3% |
| 30D | -14.3% | +15.4% | -29.7% | -15.8% |
| 3M | -7.2% | +7.0% | -14.3% | -7.9% |
| 6M | -5.1% | +46.9% | -52.0% | -12.6% |
| YTD | +28.9% | +76.4% | -47.5% | +14.9% |
| All | +33.0% | +83.5% | -50.4% | +18.5% |
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 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