+650.1%
TSEM vs LYV
+109.4%
+540.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.6% | +1.6% |
| 7D | -4.9% | -1.9% | -2.9% | -4.2% |
| 30D | -18.7% | -8.2% | -10.6% | -16.2% |
| 3M | -18.1% | -1.3% | -16.9% | -18.6% |
| 6M | +77.1% | +2.6% | +74.5% | +72.6% |
| YTD | +80.1% | +19.4% | +60.7% | +64.0% |
| 1Y | +220.4% | -2.2% | +222.6% | +219.8% |
| 3Y | +650.1% | +106.0% | +544.0% | +428.0% |
| All | +650.1% | +109.4% | +540.7% | +428.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling