+265.7%
TSM vs LTH
+137.1%
+128.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.8% | -2.2% |
| 7D | +6.2% | -1.3% | +7.5% | +6.5% |
| 30D | -7.3% | +15.7% | -22.9% | -10.7% |
| 3M | -7.1% | +5.0% | -12.1% | -8.6% |
| 6M | +0.2% | +37.7% | -37.4% | -8.2% |
| YTD | +32.2% | +75.0% | -42.8% | +13.2% |
| 1Y | +42.8% | +82.6% | -39.9% | +20.7% |
| 3Y | +330.4% | +241.3% | +89.1% | +207.3% |
| All | +265.7% | +137.1% | +128.6% | +151.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling