+549.4%
LYV vs TYL
+101.5%
+447.9%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | -0.1% |
| 7D | -1.9% | -7.5% | +5.6% | +1.0% |
| 30D | -8.2% | +6.0% | -14.2% | -10.5% |
| 3M | -1.3% | +13.9% | -15.2% | -7.1% |
| 6M | +2.6% | -3.3% | +5.9% | +2.0% |
| YTD | +19.4% | -25.8% | +45.2% | +31.1% |
| 1Y | -2.2% | -39.2% | +37.0% | +17.2% |
| 3Y | +106.0% | -13.2% | +119.2% | +103.0% |
| 5Y | +97.7% | -28.6% | +126.3% | +107.4% |
| All | +549.4% | +101.5% | +447.9% | +353.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling