-55.4%
TSLL vs LYV
+80.1%
-135.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.2% | -9.6% | -9.5% |
| 7D | +1.9% | -4.5% | +6.4% | +7.0% |
| 30D | +17.8% | -5.5% | +23.2% | +24.7% |
| 3M | -37.0% | +7.8% | -44.8% | -42.6% |
| 6M | -37.7% | +9.4% | -47.0% | -45.9% |
| YTD | -51.4% | +21.8% | -73.1% | -63.6% |
| 1Y | -23.4% | +6.5% | -29.8% | -34.5% |
| 3Y | -30.8% | +106.4% | -137.2% | -69.3% |
| All | -55.4% | +80.1% | -135.5% | -77.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling