+885.1%
TTMI vs LTH
+156.3%
+728.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.8% | +4.7% | +3.4% |
| 7D | +12.2% | +1.5% | +10.6% | +11.7% |
| 30D | -5.7% | -3.1% | -2.7% | -5.0% |
| 3M | -27.5% | +28.1% | -55.6% | -33.0% |
| 6M | +47.1% | +67.4% | -20.3% | +25.8% |
| YTD | +87.5% | +59.8% | +27.7% | +61.6% |
| 1Y | +175.2% | +45.6% | +129.6% | +142.7% |
| 3Y | +901.9% | +162.0% | +739.9% | +635.1% |
| All | +885.1% | +156.3% | +728.8% | +570.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling