+856.6%
TTMI vs LTH
+160.9%
+695.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.3% | +8.5% | +8.8% |
| 7D | +5.9% | -0.6% | +6.5% | +6.0% |
| 30D | -4.3% | -4.6% | +0.3% | -3.2% |
| 3M | -32.0% | +32.8% | -64.9% | -37.8% |
| 6M | +19.5% | +64.6% | -45.2% | +2.7% |
| YTD | +82.0% | +62.6% | +19.4% | +56.2% |
| 1Y | +172.6% | +49.9% | +122.7% | +138.6% |
| 3Y | +744.7% | +151.3% | +593.3% | +525.8% |
| All | +856.6% | +160.9% | +695.7% | +548.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling