+846.3%
TTMI vs LTH
+152.0%
+694.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.7% | -2.2% | -3.5% |
| 7D | +7.5% | -4.0% | +11.5% | +8.6% |
| 30D | -4.5% | -1.7% | -2.8% | -4.1% |
| 3M | -28.5% | +28.0% | -56.5% | -34.0% |
| 6M | +28.4% | +54.1% | -25.7% | +12.2% |
| YTD | +80.1% | +57.1% | +23.0% | +56.0% |
| 1Y | +161.0% | +45.8% | +115.3% | +130.1% |
| 3Y | +862.4% | +157.6% | +704.9% | +609.4% |
| All | +846.3% | +152.0% | +694.3% | +547.0% |
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