+135.7%
TT vs LVS
+3.8%
+131.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.4% | +6.0% | +4.9% |
| 7D | +1.7% | +5.2% | -3.4% | +0.9% |
| 30D | -11.8% | +12.0% | -23.8% | -13.5% |
| 3M | -12.6% | -11.5% | -1.1% | -11.0% |
| 6M | -9.4% | -23.2% | +13.9% | -5.7% |
| YTD | +8.8% | -36.7% | +45.5% | +16.4% |
| 1Y | -2.5% | -36.8% | +34.3% | +4.3% |
| 3Y | +95.7% | -10.5% | +106.2% | +90.3% |
| 5Y | +135.7% | +5.1% | +130.7% | +119.8% |
| All | +135.7% | +3.8% | +131.9% | +119.8% |
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 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