-23.4%
TSLL vs LYV
-0.4%
-22.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | -7.3% | -4.2% | -3.1% | -6.9% |
| 30D | +15.8% | -7.2% | +23.0% | +16.6% |
| 3M | -19.5% | +1.5% | -21.0% | -19.7% |
| 6M | -32.1% | +2.7% | -34.8% | -33.1% |
| YTD | -48.9% | +19.4% | -68.2% | -50.0% |
| 1Y | -23.4% | -0.5% | -22.9% | -15.8% |
| All | -23.4% | -0.4% | -22.9% | -15.8% |
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