+69.2%
TSM vs LYV
-0.4%
+69.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +1.0% | -1.9% | +2.9% | +1.4% |
| 30D | +1.0% | -8.2% | +9.1% | +2.6% |
| 3M | +2.9% | -1.3% | +4.2% | +2.4% |
| 6M | +22.8% | +2.6% | +20.2% | +20.1% |
| YTD | +43.3% | +19.4% | +23.9% | +37.6% |
| 1Y | +69.2% | -2.2% | +71.4% | +49.3% |
| All | +69.2% | -0.4% | +69.6% | +49.3% |
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