-65.5%
TTD vs LTH
+83.5%
-148.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | -0.5% | +16.0% | +15.5% |
| 7D | +19.0% | +7.0% | +12.0% | +17.7% |
| 30D | +23.6% | +15.4% | +8.2% | +20.8% |
| 3M | +8.2% | +7.0% | +1.2% | +6.7% |
| 6M | -35.3% | +46.9% | -82.2% | -37.7% |
| YTD | -60.7% | +76.4% | -137.1% | -63.7% |
| All | -65.5% | +83.5% | -148.9% | -68.9% |
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