-2.2%
LYV vs TYL
-39.1%
+36.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | 0.0% |
| 7D | -1.9% | -7.5% | +5.6% | -1.6% |
| 30D | -8.2% | +6.0% | -14.2% | -8.4% |
| 3M | -1.3% | +13.9% | -15.2% | -1.5% |
| 6M | +2.6% | -3.3% | +5.9% | +2.6% |
| YTD | +19.4% | -25.8% | +45.2% | +25.2% |
| 1Y | -2.2% | -39.2% | +37.0% | +2.1% |
| All | -2.2% | -39.1% | +36.8% | +2.1% |
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