+567.7%
TSEM vs LVS
+69.2%
+498.5%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.3% | +8.2% | +7.9% |
| 7D | +6.9% | -1.5% | +8.4% | +7.2% |
| 30D | +5.3% | -3.2% | +8.5% | +5.9% |
| 3M | -14.9% | -12.0% | -2.9% | -13.2% |
| 6M | +80.0% | -19.9% | +99.9% | +87.1% |
| YTD | +89.4% | -30.6% | +120.0% | +101.7% |
| 1Y | +253.1% | -17.7% | +270.8% | +263.2% |
| 3Y | +642.1% | -14.2% | +656.3% | +648.2% |
| 5Y | +659.1% | +9.6% | +649.5% | +603.8% |
| 10Y | +1,291.4% | +5.7% | +1,285.7% | +1,179.9% |
| All | +567.7% | +69.2% | +498.5% | +430.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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