+11.9%
TSN vs LTH
+153.8%
-141.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +0.9% | +1.0% |
| 7D | +3.0% | -4.0% | +7.0% | +3.3% |
| 30D | -4.2% | -5.3% | +1.1% | -3.9% |
| 3M | -3.9% | +19.0% | -22.9% | -4.9% |
| 6M | -9.8% | +55.8% | -65.6% | -12.4% |
| YTD | -7.3% | +56.1% | -63.4% | -10.0% |
| 1Y | -2.2% | +41.3% | -43.5% | -4.6% |
| 3Y | +11.9% | +156.6% | -144.8% | -1.0% |
| All | +11.9% | +153.8% | -141.9% | -1.0% |
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