+161.0%
TFC vs LYV
+1,446.2%
-1,285.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -2.5% | -4.2% | +1.7% | -1.0% |
| 30D | -2.8% | -7.2% | +4.4% | -0.2% |
| 3M | +2.1% | +1.5% | +0.6% | +1.2% |
| 6M | +10.1% | +2.7% | +7.4% | +8.0% |
| YTD | +5.4% | +19.4% | -13.9% | -2.6% |
| 1Y | +16.3% | -0.5% | +16.8% | +14.2% |
| 3Y | +95.9% | +110.1% | -14.3% | +44.9% |
| 5Y | +16.0% | +97.6% | -81.6% | -16.2% |
| 10Y | +97.9% | +560.2% | -462.3% | -12.3% |
| All | +161.0% | +1,446.2% | -1,285.1% | -20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling