+1,290.2%
LVS vs TMF
-68.9%
+1,359.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.2% |
| 7D | -1.5% | -1.4% | -0.1% | -1.8% |
| 30D | -3.2% | -2.8% | -0.4% | -3.8% |
| 3M | -12.0% | -10.9% | -1.1% | -13.9% |
| 6M | -19.9% | -21.3% | +1.4% | -23.5% |
| YTD | -30.6% | -15.9% | -14.8% | -32.8% |
| 1Y | -17.7% | -15.7% | -2.0% | -20.1% |
| 3Y | -14.2% | -43.4% | +29.1% | -21.5% |
| 5Y | +9.6% | -87.8% | +97.4% | -28.6% |
| 10Y | +5.7% | -86.7% | +92.4% | -20.1% |
| All | +1,290.2% | -68.9% | +1,359.0% | +1,872.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling