-4.1%
TSN vs LTH
+43.6%
-47.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -1.0% |
| 7D | -7.3% | -4.0% | -3.3% | -7.1% |
| 30D | -8.6% | -1.7% | -7.0% | -8.5% |
| 3M | -7.5% | +28.0% | -35.5% | -8.2% |
| 6M | -14.1% | +54.1% | -68.2% | -15.6% |
| YTD | -9.4% | +57.1% | -66.5% | -11.6% |
| 1Y | -4.1% | +45.8% | -49.9% | -5.4% |
| All | -4.1% | +43.6% | -47.7% | -5.4% |
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