+1,779.8%
TSM vs LVS
0.0%
+1,779.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.0% |
| 7D | +1.0% | -3.5% | +4.5% | +2.2% |
| 30D | +1.0% | -6.2% | +7.2% | +2.9% |
| 3M | +2.9% | -14.8% | +17.7% | +8.0% |
| 6M | +22.8% | -20.9% | +43.7% | +31.8% |
| YTD | +43.3% | -33.0% | +76.3% | +61.4% |
| 1Y | +69.2% | -20.0% | +89.2% | +78.2% |
| 3Y | +404.5% | -6.9% | +411.4% | +390.3% |
| 5Y | +282.2% | +9.1% | +273.1% | +236.8% |
| All | +1,779.8% | 0.0% | +1,779.7% | +1,588.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling