+253.1%
TSEM vs LYV
+6.6%
+246.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -2.2% | +10.1% | +8.0% |
| 7D | +6.9% | -4.5% | +11.4% | +7.3% |
| 30D | +5.3% | -5.5% | +10.8% | +5.8% |
| 3M | -14.9% | +7.8% | -22.7% | -16.5% |
| 6M | +80.0% | +9.4% | +70.7% | +75.5% |
| YTD | +89.4% | +21.8% | +67.6% | +85.3% |
| 1Y | +253.1% | +6.5% | +246.6% | +237.9% |
| All | +253.1% | +6.6% | +246.5% | +237.9% |
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