+4,798.0%
LYV vs TMF
-68.9%
+4,866.9%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -3.8% | +1.0% | -4.8% | -3.7% |
| 30D | -5.7% | -1.8% | -3.8% | -5.9% |
| 3M | +6.9% | -8.2% | +15.1% | +5.4% |
| 6M | +9.2% | -19.5% | +28.7% | +5.3% |
| YTD | +19.6% | -16.0% | +35.6% | +16.3% |
| 1Y | +0.6% | -22.5% | +23.1% | -3.5% |
| 3Y | +110.6% | -42.3% | +152.9% | +96.2% |
| 5Y | +96.6% | -87.7% | +184.3% | +34.1% |
| 10Y | +546.4% | -86.5% | +632.9% | +406.2% |
| All | +4,798.0% | -68.9% | +4,866.9% | +6,050.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling