-78.8%
TTD vs LTH
+183.0%
-261.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | -0.5% | +16.0% | +15.7% |
| 7D | +19.0% | +7.0% | +12.0% | +15.4% |
| 30D | +23.6% | +15.4% | +8.2% | +15.8% |
| 3M | +8.2% | +7.0% | +1.2% | +4.5% |
| 6M | -35.3% | +46.9% | -82.2% | -46.3% |
| YTD | -60.7% | +76.4% | -137.1% | -70.6% |
| 1Y | -65.3% | +83.7% | -149.0% | -74.6% |
| 3Y | -80.6% | +248.9% | -329.4% | -90.4% |
| 5Y | -84.6% | +141.8% | -226.4% | -92.5% |
| All | -78.8% | +183.0% | -261.8% | -89.3% |
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