+152.3%
TT vs LTH
+186.2%
-33.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.1% | -0.1% |
| 7D | +0.8% | +6.4% | -5.6% | -0.3% |
| 30D | -11.8% | +16.7% | -28.5% | -14.3% |
| 3M | -11.6% | +11.7% | -23.2% | -13.5% |
| 6M | -9.3% | +48.5% | -57.8% | -16.0% |
| YTD | +8.9% | +78.4% | -69.5% | -3.0% |
| 1Y | -2.2% | +89.7% | -91.9% | -13.9% |
| 3Y | +91.9% | +245.6% | -153.7% | +48.9% |
| 5Y | +136.0% | +142.7% | -6.7% | +78.8% |
| All | +152.3% | +186.2% | -33.9% | +88.9% |
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