+1,779.8%
TSM vs LYV
+564.6%
+1,215.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +1.0% | -1.9% | +2.9% | +1.5% |
| 30D | +1.0% | -8.2% | +9.1% | +3.3% |
| 3M | +2.9% | -1.3% | +4.2% | +2.9% |
| 6M | +22.8% | +2.6% | +20.2% | +21.3% |
| YTD | +43.3% | +19.4% | +23.9% | +35.5% |
| 1Y | +69.2% | -2.2% | +71.4% | +68.2% |
| 3Y | +404.5% | +106.0% | +298.5% | +305.3% |
| 5Y | +282.2% | +97.7% | +184.5% | +203.5% |
| All | +1,779.8% | +564.6% | +1,215.1% | +962.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling