+154.7%
TT vs LTH
+186.8%
-32.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.7% | +0.9% |
| 7D | +3.5% | +0.3% | +3.2% | +3.4% |
| 30D | -11.0% | +17.7% | -28.7% | -13.7% |
| 3M | -12.0% | +8.5% | -20.5% | -13.5% |
| 6M | -10.4% | +46.9% | -57.4% | -16.8% |
| YTD | +9.9% | +78.8% | -68.9% | -2.1% |
| 1Y | +1.5% | +84.9% | -83.4% | -10.2% |
| 3Y | +93.7% | +246.4% | -152.6% | +50.3% |
| 5Y | +139.2% | +129.6% | +9.7% | +82.2% |
| All | +154.7% | +186.8% | -32.1% | +90.6% |
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