+105.8%
LYV vs TYL
-12.9%
+118.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | 0.0% |
| 7D | -5.3% | -8.6% | +3.2% | -3.9% |
| 30D | -7.9% | +7.5% | -15.5% | -9.2% |
| 3M | +4.5% | +10.9% | -6.4% | +2.4% |
| 6M | +2.5% | -6.7% | +9.2% | +3.6% |
| YTD | +19.3% | -24.5% | +43.8% | +27.9% |
| 1Y | -0.2% | -38.6% | +38.5% | +14.3% |
| All | +105.8% | -12.9% | +118.8% | +110.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling