+145.0%
TT vs LVS
+4.5%
+140.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.8% |
| 3M | -2.6% | -12.9% | +10.3% | -0.6% |
| 6M | +5.9% | -16.9% | +22.8% | +8.7% |
| YTD | +15.4% | -31.2% | +46.7% | +21.8% |
| 1Y | +8.2% | -16.4% | +24.7% | +9.9% |
| 3Y | +122.7% | -4.4% | +127.1% | +114.9% |
| 5Y | +145.0% | +6.7% | +138.3% | +127.0% |
| All | +145.0% | +4.5% | +140.4% | +127.0% |
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