+93.0%
TFC vs LVS
-6.8%
+99.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.4% |
| 7D | -1.3% | -2.7% | +1.4% | -0.6% |
| 30D | -2.3% | -4.7% | +2.3% | -1.2% |
| 3M | +2.5% | -15.6% | +18.0% | +6.7% |
| 6M | +9.5% | -18.6% | +28.1% | +14.7% |
| YTD | +5.1% | -32.3% | +37.3% | +15.1% |
| 1Y | +15.5% | -18.0% | +33.5% | +18.9% |
| All | +93.0% | -6.8% | +99.8% | +74.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling