-39.5%
LVS vs TAP
-13.1%
-26.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | -3.9% | -6.3% | +2.4% | -2.5% |
| 30D | +7.1% | +2.7% | +4.4% | +6.4% |
| 3M | -13.2% | -3.7% | -9.5% | -12.5% |
| 6M | -22.8% | -2.0% | -20.8% | -22.7% |
| YTD | -38.0% | -12.3% | -25.7% | -37.4% |
| 1Y | -39.5% | -10.1% | -29.4% | -39.5% |
| All | -39.5% | -13.1% | -26.4% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 1y: compounded portfolio wealth divided by compounded TAP 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…
1y analysis · Full analysis span regression · 6 months rolling