-83.8%
TTD vs LVS
-5.4%
-78.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -2.0% | -2.5% |
| 7D | +1.7% | +0.3% | +1.4% | +1.7% |
| 30D | +1.6% | -3.9% | +5.5% | +3.0% |
| 3M | -27.8% | -12.9% | -15.0% | -24.1% |
| 6M | -52.1% | -16.9% | -35.2% | -48.9% |
| YTD | -63.1% | -31.2% | -31.8% | -57.9% |
| 1Y | -73.1% | -16.4% | -56.6% | -72.1% |
| All | -83.8% | -5.4% | -78.4% | -85.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling