-2.2%
LYV vs TW
-14.2%
+12.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | -1.9% | -4.5% | +2.6% | -1.4% |
| 30D | -8.2% | -2.3% | -5.9% | -8.0% |
| 3M | -1.3% | +2.6% | -3.9% | -1.7% |
| 6M | +2.6% | -17.5% | +20.2% | +6.8% |
| YTD | +19.4% | -5.3% | +24.7% | +21.5% |
| 1Y | -2.2% | -14.8% | +12.5% | -0.1% |
| All | -2.2% | -14.2% | +12.0% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling