-51.9%
TSLL vs LVS
+26.7%
-78.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.9% | +8.7% | +8.4% |
| 7D | +5.8% | +0.3% | +5.5% | +5.5% |
| 30D | +21.7% | -3.9% | +25.6% | +24.4% |
| 3M | -28.2% | -12.9% | -15.4% | -22.9% |
| 6M | -29.5% | -16.9% | -12.5% | -21.9% |
| YTD | -47.5% | -31.2% | -16.3% | -34.8% |
| 1Y | -20.8% | -16.4% | -4.4% | -14.8% |
| 3Y | -26.7% | -4.4% | -22.3% | -33.3% |
| All | -51.9% | +26.7% | -78.6% | -60.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling