+159.7%
TRV vs LYV
+93.4%
+66.3%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.0% | +2.1% |
| 7D | +1.9% | -1.9% | +3.9% | +2.2% |
| 30D | +1.7% | -8.2% | +9.9% | +2.7% |
| 3M | +23.9% | -1.3% | +25.1% | +24.0% |
| 6M | +26.3% | +2.6% | +23.7% | +25.6% |
| YTD | +30.8% | +19.4% | +11.4% | +27.6% |
| 1Y | +36.3% | -2.2% | +38.6% | +36.2% |
| 3Y | +145.0% | +106.0% | +39.0% | +122.2% |
| All | +159.7% | +93.4% | +66.3% | +133.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling