+52.3%
LVS vs TD
+1,278.5%
-1,226.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.0% | +1.1% |
| 7D | -1.5% | +0.3% | -1.8% | -1.8% |
| 30D | -3.2% | +0.4% | -3.6% | -4.0% |
| 3M | -12.0% | +7.6% | -19.6% | -19.4% |
| 6M | -19.9% | +25.0% | -44.9% | -37.5% |
| YTD | -30.6% | +31.0% | -61.6% | -48.7% |
| 1Y | -17.7% | +65.2% | -82.9% | -52.5% |
| 3Y | -14.2% | +122.5% | -136.7% | -65.4% |
| 5Y | +9.6% | +124.8% | -115.2% | -57.1% |
| 10Y | +5.7% | +298.2% | -292.6% | -79.7% |
| All | +52.3% | +1,278.5% | -1,226.2% | -89.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling