+966.5%
TTMI vs LVS
+65.2%
+901.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.5% | -2.5% | -3.6% |
| 7D | +7.5% | -2.7% | +10.2% | +8.3% |
| 30D | -4.5% | -4.7% | +0.2% | -3.5% |
| 3M | -28.5% | -15.6% | -13.0% | -25.8% |
| 6M | +28.4% | -18.6% | +47.0% | +34.4% |
| YTD | +80.1% | -32.3% | +112.3% | +97.1% |
| 1Y | +161.0% | -18.0% | +179.1% | +171.3% |
| 3Y | +862.4% | -5.8% | +868.3% | +850.4% |
| 5Y | +812.9% | +5.7% | +807.2% | +737.2% |
| 10Y | +1,094.7% | 0.0% | +1,094.7% | +972.9% |
| All | +966.5% | +65.2% | +901.3% | +487.7% |
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