+364.1%
TTD vs LVS
-4.4%
+368.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.5% |
| 7D | -7.4% | -4.3% | -3.1% | -5.4% |
| 30D | +3.0% | -6.8% | +9.8% | +6.4% |
| 3M | -27.6% | -15.6% | -12.0% | -21.6% |
| 6M | -49.5% | -20.6% | -28.9% | -43.8% |
| YTD | -63.2% | -33.4% | -29.8% | -56.0% |
| 1Y | -69.7% | -20.1% | -49.6% | -67.4% |
| 3Y | -83.3% | -7.4% | -75.9% | -84.0% |
| 5Y | -80.8% | +8.5% | -89.3% | -83.8% |
| All | +364.1% | -4.4% | +368.5% | +261.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling