+50.9%
LVS vs TCOM
+1,161.1%
-1,110.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.3% |
| 7D | +0.3% | -7.6% | +7.9% | +3.8% |
| 30D | -3.9% | -12.2% | +8.3% | +1.6% |
| 3M | -12.9% | -14.2% | +1.4% | -7.6% |
| 6M | -16.9% | -25.0% | +8.1% | -6.6% |
| YTD | -31.2% | -43.7% | +12.4% | -13.7% |
| 1Y | -16.4% | -44.5% | +28.1% | +5.3% |
| 3Y | -4.4% | +13.4% | -17.9% | -17.9% |
| 5Y | +6.7% | +26.5% | -19.8% | -18.7% |
| 10Y | +1.4% | -10.3% | +11.7% | -18.8% |
| All | +50.9% | +1,161.1% | -1,110.2% | -72.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling