+122.7%
TT vs LVS
-6.1%
+128.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | +1.6% | +0.3% | +1.2% | +1.5% |
| 30D | -7.3% | -3.9% | -3.4% | -6.9% |
| 3M | -2.6% | -12.9% | +10.3% | -0.9% |
| 6M | +5.9% | -16.9% | +22.8% | +8.2% |
| YTD | +15.4% | -31.2% | +46.7% | +21.0% |
| 1Y | +8.2% | -16.4% | +24.7% | +9.2% |
| 3Y | +122.7% | -4.4% | +127.1% | +105.8% |
| All | +122.7% | -6.1% | +128.7% | +105.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling