-31.8%
LVS vs TCOM
-39.6%
+7.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.2% | +3.3% | +5.8% |
| 7D | +13.4% | +10.7% | +2.7% | +11.0% |
| 30D | +12.2% | +10.1% | +2.1% | +9.9% |
| 3M | -10.7% | -8.9% | -1.9% | -9.4% |
| 6M | -19.8% | -19.2% | -0.7% | -17.2% |
| YTD | -35.8% | -40.6% | +4.8% | -32.5% |
| 1Y | -31.8% | -39.0% | +7.2% | -28.7% |
| All | -31.8% | -39.6% | +7.8% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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