+203.6%
TGT vs LYV
+564.6%
-361.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | -5.2% | -1.9% | -3.3% | -4.9% |
| 30D | +1.2% | -8.2% | +9.4% | +2.7% |
| 3M | +18.4% | -1.3% | +19.7% | +18.5% |
| 6M | +33.4% | +2.6% | +30.8% | +32.4% |
| YTD | +63.8% | +19.4% | +44.4% | +57.9% |
| 1Y | +77.2% | -2.2% | +79.4% | +76.5% |
| 3Y | +41.8% | +106.0% | -64.3% | +22.9% |
| 5Y | -25.5% | +97.7% | -123.2% | -36.0% |
| All | +203.6% | +564.6% | -361.1% | +106.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling