-3.3%
LVS vs TCOM
-9.8%
+6.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | -3.5% | -4.9% | +1.4% | -1.4% |
| 30D | -6.2% | -14.4% | +8.2% | +0.2% |
| 3M | -14.8% | -17.7% | +2.8% | -8.1% |
| 6M | -20.9% | -25.1% | +4.2% | -11.1% |
| YTD | -33.0% | -45.7% | +12.7% | -14.8% |
| 1Y | -20.0% | -47.9% | +27.8% | +3.3% |
| 3Y | -6.9% | +8.9% | -15.9% | -19.7% |
| 5Y | +9.1% | +26.9% | -17.8% | -19.4% |
| All | -3.3% | -9.8% | +6.5% | -29.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling