+73.5%
LSCC vs TMF
-25.2%
+98.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.6% | -9.2% | -8.6% |
| 7D | -4.8% | +2.7% | -7.5% | -4.8% |
| 30D | -27.1% | +19.3% | -46.4% | -27.2% |
| 3M | -23.6% | -3.7% | -19.9% | -23.3% |
| 6M | -19.8% | -11.3% | -8.5% | -19.4% |
| YTD | +33.2% | -16.6% | +49.8% | +33.8% |
| 1Y | +55.2% | -21.1% | +76.4% | +55.8% |
| All | +73.5% | -25.2% | +98.7% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 3y: compounded portfolio wealth divided by compounded TMF 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…
3y analysis · Full analysis span regression · 6 months rolling