+17.4%
TTMI vs LTH
+79.8%
-62.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.2% | -5.0% | -3.0% |
| 7D | +11.4% | -1.3% | +12.7% | +11.5% |
| 30D | -28.3% | +15.7% | -44.0% | -29.4% |
| 3M | -46.7% | +5.0% | -51.6% | -46.6% |
| 6M | -56.1% | +37.7% | -93.8% | -60.6% |
| YTD | +7.4% | +75.0% | -67.7% | -14.6% |
| 1Y | +17.4% | +82.6% | -65.2% | -9.4% |
| All | +17.4% | +79.8% | -62.4% | -9.4% |
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