-37.7%
TSLL vs LVS
-20.5%
-17.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.3% | -11.5% | -11.8% |
| 7D | +1.9% | -1.5% | +3.4% | +2.1% |
| 30D | +17.8% | -3.2% | +21.0% | +18.6% |
| 3M | -37.0% | -12.0% | -25.0% | -32.6% |
| 6M | -37.7% | -19.9% | -17.8% | -25.7% |
| All | -37.7% | -20.5% | -17.2% | -25.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling