+10.7%
TTMI vs LTH
+84.0%
-73.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +6.3% | -16.4% | -10.5% |
| 7D | -19.2% | +9.9% | -29.0% | -19.7% |
| 30D | -44.9% | +18.3% | -63.2% | -45.7% |
| 3M | -44.7% | +5.9% | -50.7% | -44.6% |
| 6M | -53.4% | +80.3% | -133.7% | -61.6% |
| YTD | +6.3% | +78.3% | -71.9% | -13.6% |
| 1Y | +10.7% | +81.0% | -70.3% | -11.2% |
| All | +10.7% | +84.0% | -73.3% | -11.2% |
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