-3.3%
LVS vs TNA
+86.1%
-89.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | +0.2% |
| 7D | -3.5% | -7.3% | +3.8% | -1.3% |
| 30D | -6.2% | -14.2% | +7.9% | -2.0% |
| 3M | -14.8% | -4.6% | -10.3% | -14.3% |
| 6M | -20.9% | +36.9% | -57.8% | -30.0% |
| YTD | -33.0% | +42.5% | -75.6% | -42.0% |
| 1Y | -20.0% | +45.8% | -65.8% | -32.3% |
| 3Y | -6.9% | +104.7% | -111.6% | -37.5% |
| 5Y | +9.1% | -21.7% | +30.8% | -9.4% |
| All | -3.3% | +86.1% | -89.4% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 10y: compounded portfolio wealth divided by compounded TNA 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…
10y analysis · Full analysis span regression · 6 months rolling