-36.5%
TSLL vs LYV
+109.2%
-145.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | +0.1% |
| 7D | +5.1% | -5.3% | +10.5% | +11.4% |
| 30D | +20.0% | -7.9% | +27.9% | +30.7% |
| 3M | -23.8% | +4.5% | -28.3% | -28.6% |
| 6M | -30.3% | +2.5% | -32.8% | -35.2% |
| YTD | -47.7% | +19.3% | -66.9% | -61.1% |
| 1Y | -21.2% | -0.2% | -21.0% | -26.1% |
| All | -36.5% | +109.2% | -145.7% | -74.5% |
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