+21.5%
LYV vs TYL
-10.1%
+31.6%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.7% | -2.3% | +2.1% |
| 7D | +6.2% | +17.3% | -11.1% | +5.2% |
| 30D | +7.3% | +28.9% | -21.6% | +5.9% |
| 3M | -0.3% | +35.1% | -35.3% | -1.7% |
| 6M | +16.2% | +29.3% | -13.1% | +14.5% |
| YTD | +28.5% | -6.8% | +35.3% | +38.9% |
| 1Y | +21.5% | -9.9% | +31.4% | +36.3% |
| All | +21.5% | -10.1% | +31.6% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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