-10.8%
TSN vs LTH
+183.0%
-193.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +4.9% | +7.0% | -2.1% | +4.3% |
| 30D | +12.1% | +15.4% | -3.4% | +10.7% |
| 3M | +4.1% | +7.0% | -2.9% | +3.5% |
| 6M | -10.9% | +46.9% | -57.7% | -13.8% |
| YTD | +4.8% | +76.4% | -71.6% | -0.5% |
| 1Y | +17.6% | +83.7% | -66.1% | +11.3% |
| 3Y | +43.2% | +248.9% | -205.7% | +25.4% |
| 5Y | -13.9% | +141.8% | -155.7% | -26.6% |
| All | -10.8% | +183.0% | -193.8% | -23.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling