-10.5%
TEM vs LVS
-31.5%
+21.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +6.5% | -9.3% | -5.3% |
| 7D | -1.3% | +13.4% | -14.7% | -6.3% |
| 30D | -9.5% | +12.2% | -21.7% | -13.6% |
| 3M | +60.7% | -10.7% | +71.5% | +66.9% |
| 6M | +35.5% | -19.8% | +55.3% | +47.4% |
| YTD | +28.0% | -35.8% | +63.8% | +45.9% |
| 1Y | -10.5% | -31.8% | +21.3% | 0.0% |
| All | -10.5% | -31.5% | +21.0% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling