-23.4%
TSLL vs LVS
-18.2%
-5.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.3% | -11.5% | -11.8% |
| 7D | +1.9% | -1.5% | +3.4% | +2.2% |
| 30D | +17.8% | -3.2% | +21.0% | +18.8% |
| 3M | -37.0% | -12.0% | -25.0% | -34.3% |
| 6M | -37.7% | -19.9% | -17.8% | -32.5% |
| YTD | -51.4% | -30.6% | -20.7% | -45.0% |
| 1Y | -23.4% | -17.7% | -5.6% | -13.4% |
| All | -23.4% | -18.2% | -5.2% | -13.4% |
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 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