+21.3%
TFC vs LVS
-31.5%
+52.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.5% | -3.5% | +2.0% |
| 7D | +5.1% | +13.4% | -8.3% | +3.1% |
| 30D | +9.8% | +12.2% | -2.4% | +7.9% |
| 3M | -2.4% | -10.7% | +8.3% | -1.4% |
| 6M | +4.9% | -19.8% | +24.8% | +7.4% |
| YTD | +6.6% | -35.8% | +42.4% | +11.1% |
| 1Y | +21.3% | -31.8% | +53.1% | +24.6% |
| All | +21.3% | -31.5% | +52.8% | +24.6% |
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 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