+140.9%
TT vs LTH
+184.4%
-43.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +2.6% |
| 7D | -2.0% | +4.5% | -6.5% | -2.8% |
| 30D | -14.0% | +16.3% | -30.4% | -16.4% |
| 3M | -15.9% | +8.4% | -24.2% | -17.3% |
| 6M | -17.3% | +40.3% | -57.6% | -22.6% |
| YTD | +4.0% | +77.3% | -73.3% | -7.3% |
| 1Y | -7.1% | +88.0% | -95.1% | -18.1% |
| 3Y | +90.2% | +274.3% | -184.0% | +45.3% |
| 5Y | +131.1% | +142.9% | -11.8% | +75.2% |
| All | +140.9% | +184.4% | -43.5% | +80.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling