+58.5%
TXN vs LTH
+150.5%
-91.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | +4.0% | -4.0% | +8.0% | +4.8% |
| 30D | -2.9% | -5.3% | +2.4% | -1.8% |
| 3M | -9.1% | +19.0% | -28.1% | -12.6% |
| 6M | +36.6% | +55.8% | -19.1% | +23.9% |
| YTD | +57.5% | +56.1% | +1.4% | +42.4% |
| 1Y | +49.5% | +41.3% | +8.3% | +37.8% |
| 3Y | +76.5% | +156.6% | -80.1% | +40.7% |
| All | +58.5% | +150.5% | -91.9% | +20.1% |
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 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