+139.2%
TT vs LTH
+143.1%
-3.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -16.9% |
| YTD | +9.9% | +78.8% | -68.9% | -2.2% |
| 1Y | +1.5% | +84.9% | -83.4% | -10.3% |
| 3Y | +93.7% | +246.4% | -152.6% | +49.8% |
| 5Y | +139.2% | +129.6% | +9.7% | +80.7% |
| All | +139.2% | +143.1% | -3.8% | +80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling