+168.5%
TT vs LTH
+160.9%
+7.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | -0.2% | -0.6% | +0.4% | -0.1% |
| 30D | -7.4% | -4.6% | -2.8% | -6.6% |
| 3M | -3.2% | +32.8% | -36.0% | -8.2% |
| 6M | +1.1% | +64.6% | -63.5% | -8.3% |
| YTD | +15.6% | +62.6% | -47.0% | +5.0% |
| 1Y | +9.2% | +49.9% | -40.8% | +0.4% |
| 3Y | +124.4% | +151.3% | -27.0% | +84.8% |
| All | +168.5% | +160.9% | +7.6% | +104.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling