-77.7%
TTD vs LTH
+180.7%
-258.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +0.4% |
| 7D | +21.3% | -1.3% | +22.5% | +21.9% |
| 30D | +28.7% | +15.7% | +13.1% | +20.5% |
| 3M | +7.7% | +5.0% | +2.7% | +4.9% |
| 6M | -23.5% | +37.7% | -61.1% | -34.5% |
| YTD | -58.7% | +75.0% | -133.7% | -69.0% |
| 1Y | -63.4% | +82.6% | -146.1% | -73.2% |
| 3Y | -75.3% | +241.3% | -316.6% | -87.7% |
| 5Y | -84.4% | +135.4% | -219.8% | -92.3% |
| All | -77.7% | +180.7% | -258.5% | -88.7% |
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 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