+537.0%
TDG vs LVS
0.0%
+537.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.0% |
| 7D | -1.9% | -3.5% | +1.6% | -0.5% |
| 30D | -7.7% | -6.2% | -1.5% | -5.4% |
| 3M | -9.3% | -14.8% | +5.5% | -3.7% |
| 6M | -9.4% | -20.9% | +11.5% | -1.3% |
| YTD | -14.3% | -33.0% | +18.8% | -1.2% |
| 1Y | -11.8% | -20.0% | +8.2% | -6.7% |
| 3Y | +52.0% | -6.9% | +58.9% | +43.9% |
| 5Y | +128.8% | +9.1% | +119.7% | +82.9% |
| All | +537.0% | 0.0% | +537.0% | +417.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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