-17.7%
LVS vs TCOM
-42.5%
+24.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | -1.5% | -9.5% | +8.0% | +0.7% |
| 30D | -3.2% | -10.7% | +7.5% | -0.9% |
| 3M | -12.0% | -14.6% | +2.6% | -9.3% |
| 6M | -19.9% | -19.3% | -0.6% | -16.4% |
| YTD | -30.6% | -42.9% | +12.3% | -24.9% |
| 1Y | -17.7% | -43.8% | +26.0% | -9.4% |
| All | -17.7% | -42.5% | +24.8% | -9.4% |
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