+361.1%
TTD vs LVS
-2.7%
+363.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.3% |
| 7D | -4.6% | -2.7% | -1.9% | -3.3% |
| 30D | +3.7% | -4.7% | +8.3% | +5.9% |
| 3M | -30.2% | -15.6% | -14.6% | -24.4% |
| 6M | -51.4% | -18.6% | -32.8% | -46.6% |
| YTD | -63.4% | -32.3% | -31.2% | -56.6% |
| 1Y | -73.5% | -18.0% | -55.5% | -71.8% |
| 3Y | -83.5% | -5.8% | -77.6% | -84.2% |
| 5Y | -80.9% | +5.7% | -86.7% | -83.8% |
| All | +361.1% | -2.7% | +363.9% | +256.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling