-14.0%
TSN vs LTH
+142.9%
-156.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.6% |
| 7D | +4.6% | +4.5% | +0.1% | +4.2% |
| 30D | +15.4% | +16.3% | -0.9% | +13.9% |
| 3M | +2.9% | +8.4% | -5.5% | +2.1% |
| 6M | -10.8% | +40.3% | -51.1% | -13.4% |
| YTD | +4.5% | +77.3% | -72.8% | -1.0% |
| 1Y | +19.5% | +88.0% | -68.4% | +12.7% |
| 3Y | +42.2% | +274.3% | -232.1% | +23.2% |
| All | -14.0% | +142.9% | -156.9% | -27.1% |
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