-4.5%
TT vs LTH
+84.0%
-88.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.3% | -8.0% | -2.3% |
| 7D | -8.5% | +9.9% | -18.3% | -9.4% |
| 30D | -12.8% | +18.3% | -31.1% | -14.5% |
| 3M | -12.9% | +5.9% | -18.8% | -13.3% |
| 6M | -15.2% | +80.3% | -95.6% | -21.6% |
| YTD | +6.2% | +78.3% | -72.1% | -2.3% |
| 1Y | -4.5% | +81.0% | -85.5% | -12.7% |
| All | -4.5% | +84.0% | -88.6% | -12.7% |
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 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