+94.0%
TFC vs LYV
+109.4%
-15.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -2.4% | -1.9% | -0.5% | -1.7% |
| 30D | -3.4% | -8.2% | +4.8% | -0.4% |
| 3M | +0.4% | -1.3% | +1.7% | +0.4% |
| 6M | +12.7% | +2.6% | +10.1% | +10.4% |
| YTD | +5.6% | +19.4% | -13.8% | -3.6% |
| 1Y | +16.0% | -2.2% | +18.3% | +16.3% |
| 3Y | +94.0% | +106.0% | -12.1% | +32.1% |
| All | +94.0% | +109.4% | -15.4% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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