-10.5%
LVS vs TMF
-29.8%
+19.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.4% | -1.4% |
| 7D | +5.2% | +0.6% | +4.6% | +5.1% |
| 30D | +12.0% | +16.3% | -4.3% | +10.9% |
| 3M | -11.5% | -2.7% | -8.8% | -11.5% |
| 6M | -23.2% | -13.2% | -10.1% | -22.8% |
| YTD | -36.7% | -16.7% | -20.0% | -36.2% |
| 1Y | -36.8% | -22.7% | -14.1% | -36.1% |
| 3Y | -10.5% | -26.1% | +15.6% | -10.1% |
| All | -10.5% | -29.8% | +19.2% | -10.1% |
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