-5.3%
TSN vs LTH
+54.1%
-59.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | -6.3% | -0.6% | -5.7% | -6.3% |
| 30D | -10.8% | -4.6% | -6.2% | -10.7% |
| 3M | -8.8% | +32.8% | -41.6% | -9.6% |
| 6M | -16.8% | +64.6% | -81.4% | -18.7% |
| YTD | -10.0% | +62.6% | -72.6% | -12.3% |
| 1Y | -5.3% | +49.9% | -55.2% | -6.4% |
| All | -5.3% | +54.1% | -59.4% | -6.4% |
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