+90.9%
LYV vs TMF
-88.5%
+179.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.9% | -5.1% | +3.2% | -1.7% |
| 30D | -8.2% | -4.6% | -3.6% | -8.0% |
| 3M | -1.3% | -16.6% | +15.3% | -0.6% |
| 6M | +2.6% | -19.9% | +22.5% | +3.4% |
| YTD | +19.4% | -20.2% | +39.6% | +20.3% |
| 1Y | -2.2% | -27.7% | +25.5% | -1.3% |
| 3Y | +106.0% | -43.9% | +150.0% | +107.6% |
| All | +90.9% | -88.5% | +179.5% | +72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 5y: compounded portfolio wealth divided by compounded TMF 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…
5y analysis · Full analysis span regression · 6 months rolling