-6.4%
TSLL vs LYV
+103.7%
-110.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.8% | -2.8% |
| 7D | +17.8% | +1.8% | +16.0% | +15.9% |
| 30D | +8.2% | +5.7% | +2.6% | +1.7% |
| 3M | +20.9% | -4.1% | +25.0% | +25.4% |
| 6M | -37.5% | +5.9% | -43.4% | -42.6% |
| YTD | -44.5% | +25.2% | -69.7% | -60.9% |
| 1Y | -33.0% | +30.4% | -63.4% | -55.8% |
| 3Y | -6.4% | +103.6% | -110.0% | -59.1% |
| All | -6.4% | +103.7% | -110.0% | -59.1% |
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