+2,465.6%
TT vs LVS
+69.2%
+2,396.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +0.9% |
| 7D | 0.0% | -1.5% | +1.5% | +0.3% |
| 30D | -7.2% | -3.2% | -3.9% | -6.6% |
| 3M | -3.0% | -12.0% | +9.0% | -0.5% |
| 6M | +1.4% | -19.9% | +21.2% | +5.8% |
| YTD | +15.9% | -30.6% | +46.5% | +24.1% |
| 1Y | +9.4% | -17.7% | +27.2% | +12.3% |
| 3Y | +124.4% | -14.2% | +138.6% | +123.4% |
| 5Y | +138.0% | +9.6% | +128.4% | +115.0% |
| 10Y | +886.4% | +5.7% | +880.7% | +764.1% |
| All | +2,465.6% | +69.2% | +2,396.4% | +1,565.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling