-72.0%
TTD vs LVS
-31.5%
-40.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.5% | -3.6% | +1.2% |
| 7D | +3.7% | +13.4% | -9.7% | +0.5% |
| 30D | +10.4% | +12.2% | -1.8% | +7.3% |
| 3M | -31.6% | -10.7% | -20.8% | -30.4% |
| 6M | -45.1% | -19.8% | -25.3% | -43.2% |
| YTD | -65.1% | -35.8% | -29.4% | -63.8% |
| 1Y | -72.0% | -31.8% | -40.2% | -71.3% |
| All | -72.0% | -31.5% | -40.5% | -71.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling