-63.8%
TTD vs LTH
+90.2%
-154.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.6% |
| 7D | +20.8% | +0.3% | +20.5% | +20.7% |
| 30D | +33.8% | +17.7% | +16.1% | +30.6% |
| 3M | +17.8% | +8.5% | +9.4% | +16.1% |
| 6M | -25.7% | +46.9% | -72.7% | -28.3% |
| YTD | -57.9% | +78.8% | -136.7% | -61.1% |
| 1Y | -63.8% | +84.9% | -148.7% | -66.9% |
| All | -63.8% | +90.2% | -154.0% | -66.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling