+8.5%
LVS vs TCOM
+21.5%
-13.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.2% |
| 7D | -4.3% | -6.5% | +2.2% | -1.5% |
| 30D | -6.8% | -16.2% | +9.4% | +0.3% |
| 3M | -15.6% | -19.3% | +3.7% | -8.3% |
| 6M | -20.6% | -27.2% | +6.6% | -9.9% |
| YTD | -33.4% | -46.2% | +12.8% | -15.3% |
| 1Y | -20.1% | -46.6% | +26.5% | +1.6% |
| 3Y | -7.4% | +8.4% | -15.8% | -21.2% |
| 5Y | +8.5% | +25.8% | -17.3% | -23.5% |
| All | +8.5% | +21.5% | -13.0% | -23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling