+379.4%
TTD vs LVS
-0.4%
+379.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.2% |
| 7D | +6.3% | -1.5% | +7.8% | +7.1% |
| 30D | -23.9% | -3.2% | -20.7% | -22.7% |
| 3M | -31.4% | -12.0% | -19.4% | -27.2% |
| 6M | -42.7% | -19.9% | -22.8% | -36.6% |
| YTD | -62.0% | -30.6% | -31.3% | -55.4% |
| 1Y | -72.2% | -17.7% | -54.5% | -70.5% |
| 3Y | -81.9% | -14.2% | -67.7% | -81.9% |
| 5Y | -81.5% | +9.6% | -91.2% | -84.6% |
| All | +379.4% | -0.4% | +379.8% | +265.8% |
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