-56.8%
TSLL vs LVS
+18.3%
-75.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.5% | +9.1% | +8.9% |
| 7D | -21.2% | +11.1% | -32.3% | -26.5% |
| 30D | -13.3% | +14.7% | -28.0% | -20.8% |
| 3M | +15.4% | -10.9% | +26.3% | +22.6% |
| 6M | -34.2% | -22.3% | -11.9% | -25.1% |
| YTD | -52.9% | -35.8% | -17.1% | -39.4% |
| 1Y | -54.3% | -33.5% | -20.9% | -42.8% |
| 3Y | -18.4% | -11.7% | -6.7% | -22.7% |
| All | -56.8% | +18.3% | -75.1% | -63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling