+174.5%
TFC vs LVS
+67.7%
+106.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.3% | -1.9% |
| 7D | +2.2% | +0.3% | +1.9% | +2.2% |
| 30D | -2.5% | -3.9% | +1.4% | -1.6% |
| 3M | +4.5% | -12.9% | +17.4% | +7.7% |
| 6M | +11.0% | -16.9% | +27.9% | +15.3% |
| YTD | +5.9% | -31.2% | +37.1% | +14.5% |
| 1Y | +14.6% | -16.4% | +31.0% | +17.7% |
| 3Y | +96.7% | -4.4% | +101.1% | +92.8% |
| 5Y | +15.6% | +6.7% | +8.9% | +6.2% |
| 10Y | +98.6% | +1.4% | +97.2% | +82.3% |
| All | +174.5% | +67.7% | +106.8% | +116.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling