-2.2%
LYV vs TXG
+453.6%
-455.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.3% | -0.1% |
| 7D | -1.9% | +9.5% | -11.4% | -2.2% |
| 30D | -8.2% | +18.8% | -27.0% | -8.7% |
| 3M | -1.3% | +136.1% | -137.4% | -3.9% |
| 6M | +2.6% | +235.2% | -232.6% | -1.0% |
| YTD | +19.4% | +320.5% | -301.1% | +15.5% |
| 1Y | -2.2% | +425.2% | -427.4% | -6.8% |
| All | -2.2% | +453.6% | -455.8% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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