+8,707.7%
TSM vs LYV
+1,445.4%
+7,262.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.8% |
| 7D | +4.8% | -5.3% | +10.1% | +6.3% |
| 30D | +4.0% | -7.9% | +12.0% | +6.2% |
| 3M | +2.0% | +4.5% | -2.5% | +0.4% |
| 6M | +25.5% | +2.5% | +23.0% | +24.1% |
| YTD | +44.0% | +19.3% | +24.7% | +36.6% |
| 1Y | +75.4% | -0.2% | +75.6% | +73.5% |
| 3Y | +406.7% | +110.0% | +296.7% | +309.5% |
| 5Y | +285.0% | +96.8% | +188.2% | +208.2% |
| 10Y | +1,815.4% | +559.9% | +1,255.5% | +935.5% |
| All | +8,707.7% | +1,445.4% | +7,262.3% | +3,375.4% |
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 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