+96.0%
TFC vs LVS
-9.1%
+105.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.5% | +0.6% |
| 7D | +2.3% | -0.8% | +3.1% | +2.4% |
| 30D | +10.8% | +10.0% | +0.8% | +8.2% |
| 3M | -3.8% | -11.0% | +7.3% | -1.2% |
| 6M | +9.6% | -20.1% | +29.7% | +15.1% |
| YTD | +5.8% | -36.3% | +42.1% | +17.1% |
| 1Y | +16.2% | -36.8% | +53.0% | +28.7% |
| 3Y | +96.0% | -9.5% | +105.5% | +82.7% |
| All | +96.0% | -9.1% | +105.0% | +82.7% |
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