+132.3%
TT vs LTH
+137.1%
-4.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -1.8% |
| 7D | +4.0% | -1.3% | +5.3% | +4.2% |
| 30D | -11.3% | +15.7% | -27.0% | -13.8% |
| 3M | -12.3% | +5.0% | -17.3% | -13.3% |
| 6M | -10.8% | +37.7% | -48.5% | -16.3% |
| YTD | +8.2% | +75.0% | -66.9% | -3.5% |
| 1Y | +1.5% | +82.6% | -81.2% | -10.2% |
| 3Y | +91.5% | +241.3% | -149.8% | +48.1% |
| All | +132.3% | +137.1% | -4.8% | +75.9% |
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 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