+90.2%
TT vs LTH
+268.4%
-178.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +2.6% |
| 7D | -2.0% | +4.5% | -6.5% | -2.7% |
| 30D | -14.0% | +16.3% | -30.4% | -16.1% |
| 3M | -15.9% | +8.4% | -24.2% | -17.0% |
| 6M | -17.3% | +40.3% | -57.6% | -21.9% |
| YTD | +4.0% | +77.3% | -73.3% | -5.9% |
| 1Y | -7.1% | +88.0% | -95.1% | -16.8% |
| 3Y | +90.2% | +274.3% | -184.0% | +61.7% |
| All | +90.2% | +268.4% | -178.2% | +61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling