+957.3%
TT vs LVS
+0.3%
+957.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.1% |
| 7D | +1.4% | -2.7% | +4.1% | +2.1% |
| 30D | -6.7% | -4.7% | -2.0% | -5.6% |
| 3M | -5.4% | -15.6% | +10.1% | -1.8% |
| 6M | +4.4% | -18.6% | +23.0% | +9.0% |
| YTD | +14.9% | -32.3% | +47.2% | +24.8% |
| 1Y | +9.3% | -18.0% | +27.3% | +12.4% |
| 3Y | +121.7% | -5.8% | +127.6% | +113.7% |
| 5Y | +148.2% | +5.7% | +142.4% | +120.0% |
| 10Y | +957.3% | 0.0% | +957.2% | +803.3% |
| All | +957.3% | +0.3% | +957.0% | +803.3% |
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