+741.5%
TT vs LVS
-12.1%
+753.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.3% |
| 7D | +3.5% | -1.3% | +4.8% | +3.8% |
| 30D | -11.0% | +12.2% | -23.2% | -13.6% |
| 3M | -12.0% | -11.3% | -0.7% | -9.7% |
| 6M | -10.4% | -21.6% | +11.2% | -5.7% |
| YTD | +9.9% | -36.6% | +46.5% | +21.0% |
| 1Y | +1.5% | -38.4% | +39.9% | +12.5% |
| 3Y | +93.7% | -10.2% | +103.9% | +88.5% |
| 5Y | +139.2% | +9.4% | +129.8% | +109.5% |
| 10Y | +741.5% | -11.3% | +752.8% | +657.7% |
| All | +741.5% | -12.1% | +753.6% | +657.7% |
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 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