-33.5%
TEM vs LVS
-19.9%
-13.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | -0.1% | +0.3% |
| 7D | -8.7% | -3.5% | -5.2% | -7.4% |
| 30D | +8.1% | -6.2% | +14.3% | +10.7% |
| 3M | +19.0% | -14.8% | +33.8% | +26.3% |
| 6M | +12.0% | -20.9% | +32.9% | +22.6% |
| YTD | -0.1% | -33.0% | +33.0% | +13.8% |
| 1Y | -33.5% | -20.0% | -13.5% | -26.9% |
| All | -33.5% | -19.9% | -13.6% | -26.9% |
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