+80.5%
TSEM vs LYV
+25.0%
+55.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +2.4% | -11.2% | -8.9% |
| 7D | -23.1% | +6.2% | -29.3% | -23.4% |
| 30D | -40.4% | +7.3% | -47.7% | -40.6% |
| 3M | -37.9% | -0.3% | -37.6% | -37.7% |
| 6M | -30.8% | +16.2% | -47.1% | -32.7% |
| YTD | +26.7% | +28.5% | -1.8% | +22.6% |
| 1Y | +80.5% | +21.5% | +59.0% | +74.7% |
| All | +80.5% | +25.0% | +55.5% | +74.7% |
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