+35.7%
TSM vs LTH
+85.5%
-49.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.9% |
| 7D | -2.1% | +6.4% | -8.4% | -2.8% |
| 30D | -12.5% | +16.7% | -29.3% | -14.2% |
| 3M | -5.0% | +11.7% | -16.7% | -6.3% |
| 6M | -3.2% | +48.5% | -51.7% | -11.0% |
| YTD | +31.5% | +78.4% | -46.9% | +17.1% |
| 1Y | +35.7% | +89.7% | -54.0% | +20.7% |
| All | +35.7% | +85.5% | -49.8% | +20.7% |
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