-73.1%
TTD vs LTH
+46.4%
-119.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.8% | -1.1% | -2.6% |
| 7D | +1.7% | +1.5% | +0.2% | +1.6% |
| 30D | +1.6% | -3.1% | +4.7% | +1.9% |
| 3M | -27.8% | +28.1% | -56.0% | -28.7% |
| 6M | -52.1% | +67.4% | -119.5% | -55.4% |
| YTD | -63.1% | +59.8% | -122.8% | -64.9% |
| 1Y | -73.1% | +45.6% | -118.6% | -74.8% |
| All | -73.1% | +46.4% | -119.5% | -74.8% |
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 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