+8.5%
LVS vs TD
+122.4%
-113.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.2% |
| 7D | -4.3% | -2.6% | -1.7% | -2.9% |
| 30D | -6.8% | -1.0% | -5.8% | -6.5% |
| 3M | -15.6% | +5.6% | -21.2% | -18.8% |
| 6M | -20.6% | +27.1% | -47.7% | -32.1% |
| YTD | -33.4% | +29.4% | -62.8% | -43.8% |
| 1Y | -20.1% | +60.7% | -80.8% | -41.5% |
| 3Y | -7.4% | +127.6% | -135.0% | -47.8% |
| 5Y | +8.5% | +125.4% | -116.9% | -41.0% |
| All | +8.5% | +122.4% | -113.9% | -41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling