+19.7%
TMO vs LYV
+26.7%
-7.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.1% | -3.9% |
| 7D | -4.5% | +1.9% | -6.5% | -4.9% |
| 30D | +3.1% | +5.5% | -2.4% | +2.1% |
| 3M | +17.2% | -1.2% | +18.5% | +17.3% |
| 6M | +45.3% | +15.3% | +30.0% | +41.1% |
| YTD | +17.1% | +27.2% | -10.0% | +12.5% |
| 1Y | +19.7% | +34.5% | -14.8% | +13.7% |
| All | +19.7% | +26.7% | -7.1% | +13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling