+66.2%
TSM vs LVS
-19.7%
+85.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-10 to 2026-09-10.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.4% |
| 7D | +2.6% | -4.3% | +6.9% | +3.4% |
| 30D | +1.4% | -6.8% | +8.2% | +2.5% |
| 3M | +5.0% | -15.6% | +20.6% | +8.1% |
| 6M | +24.0% | -20.6% | +44.6% | +28.7% |
| YTD | +41.6% | -33.4% | +75.0% | +48.0% |
| 1Y | +66.2% | -20.1% | +86.3% | +78.3% |
| All | +66.2% | -19.7% | +85.9% | +78.3% |
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 2025-09-10 to 2026-09-10: 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…
2025-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling