+49.4%
LYV vs TPG
+74.1%
-24.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.5% |
| 7D | -1.9% | -9.4% | +7.5% | +1.4% |
| 30D | -8.2% | -5.3% | -2.9% | -6.7% |
| 3M | -1.3% | +12.9% | -14.2% | -6.2% |
| 6M | +2.6% | +20.1% | -17.5% | -5.6% |
| YTD | +19.4% | -22.5% | +41.9% | +28.9% |
| 1Y | -2.2% | -19.7% | +17.4% | +3.4% |
| 3Y | +106.0% | +81.2% | +24.8% | +49.0% |
| All | +49.4% | +74.1% | -24.7% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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