-22.1%
TSN vs LTH
+156.3%
-178.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.4% | +1.8% |
| 7D | -5.0% | +1.5% | -6.6% | -5.2% |
| 30D | -9.1% | -3.1% | -6.0% | -8.9% |
| 3M | -7.4% | +28.1% | -35.5% | -9.3% |
| 6M | -13.4% | +67.4% | -80.8% | -17.3% |
| YTD | -8.5% | +59.8% | -68.3% | -12.4% |
| 1Y | -3.2% | +45.6% | -48.8% | -6.6% |
| 3Y | +11.5% | +162.0% | -150.5% | -0.1% |
| All | -22.1% | +156.3% | -178.4% | -32.7% |
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