+1,468.2%
LYV vs TCOM
+993.7%
+474.5%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -1.9% | -4.9% | +3.0% | -0.5% |
| 30D | -8.2% | -14.4% | +6.2% | -4.0% |
| 3M | -1.3% | -17.7% | +16.4% | +3.8% |
| 6M | +2.6% | -25.1% | +27.7% | +10.9% |
| YTD | +19.4% | -45.7% | +65.1% | +40.5% |
| 1Y | -2.2% | -47.9% | +45.6% | +16.1% |
| 3Y | +106.0% | +8.9% | +97.1% | +85.4% |
| 5Y | +97.7% | +26.9% | +70.8% | +54.5% |
| 10Y | +560.5% | -11.2% | +571.7% | +434.1% |
| All | +1,468.2% | +993.7% | +474.5% | +503.3% |
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