+1,189.4%
LVS vs TMF
-70.3%
+1,259.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.9% | +5.5% | +0.8% |
| 7D | +6.7% | -1.1% | +7.7% | +6.5% |
| 30D | +13.8% | +11.8% | +2.0% | +16.3% |
| 3M | -9.5% | -4.0% | -5.4% | -10.2% |
| 6M | -22.0% | -16.5% | -5.5% | -24.6% |
| YTD | -35.7% | -19.9% | -15.8% | -38.2% |
| 1Y | -36.7% | -25.6% | -11.1% | -40.1% |
| 3Y | -8.8% | -29.9% | +21.0% | -12.5% |
| 5Y | +9.5% | -88.2% | +97.8% | -29.4% |
| 10Y | -10.9% | -81.7% | +70.8% | -25.7% |
| All | +1,189.4% | -70.3% | +1,259.7% | +1,712.9% |
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