-3.3%
LVS vs TD
+306.3%
-309.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | 0.0% |
| 7D | -3.5% | -0.5% | -2.9% | -3.1% |
| 30D | -6.2% | -1.9% | -4.3% | -5.2% |
| 3M | -14.8% | +4.8% | -19.6% | -18.3% |
| 6M | -20.9% | +28.0% | -48.8% | -34.8% |
| YTD | -33.0% | +30.3% | -63.3% | -45.8% |
| 1Y | -20.0% | +59.8% | -79.8% | -44.7% |
| 3Y | -6.9% | +124.7% | -131.6% | -51.8% |
| 5Y | +9.1% | +127.0% | -117.9% | -43.9% |
| All | -3.3% | +306.3% | -309.6% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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