+481.0%
TTMI vs LTH
+174.8%
+306.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.2% | +1.1% | -2.1% |
| 7D | +22.6% | -4.6% | +27.2% | +24.0% |
| 30D | -34.3% | +14.8% | -49.1% | -37.0% |
| 3M | -44.8% | +3.9% | -48.7% | -45.7% |
| 6M | -53.3% | +35.5% | -88.8% | -57.8% |
| YTD | +10.6% | +71.3% | -60.8% | -7.0% |
| 1Y | +8.2% | +75.7% | -67.5% | -9.6% |
| 3Y | +435.7% | +231.9% | +203.7% | +270.4% |
| 5Y | +434.2% | +130.5% | +303.7% | +255.6% |
| All | +481.0% | +174.8% | +306.1% | +285.6% |
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