+322.0%
TSM vs LTH
+268.4%
+53.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.3% | +7.6% | +6.6% |
| 7D | -7.6% | +4.5% | -12.0% | -8.5% |
| 30D | -20.5% | +16.3% | -36.8% | -23.2% |
| 3M | -10.0% | +8.4% | -18.4% | -11.9% |
| 6M | -10.1% | +40.3% | -50.3% | -17.8% |
| YTD | +24.5% | +77.3% | -52.8% | +6.7% |
| 1Y | +31.2% | +88.0% | -56.8% | +10.5% |
| 3Y | +322.0% | +274.3% | +47.7% | +222.3% |
| All | +322.0% | +268.4% | +53.6% | +222.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling