-48.9%
TSLL vs LVS
-37.4%
-11.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -1.4% | +12.3% | +11.2% |
| 7D | -14.3% | +5.2% | -19.5% | -15.6% |
| 30D | -6.2% | +12.0% | -18.1% | -9.4% |
| 3M | +21.2% | -11.5% | +32.7% | +25.6% |
| 6M | -36.6% | -23.2% | -13.3% | -29.6% |
| YTD | -47.8% | -36.7% | -11.1% | -34.2% |
| All | -48.9% | -37.4% | -11.5% | -34.2% |
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