+2,335.1%
TT vs LYV
+1,445.4%
+889.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +1.4% | -5.3% | +6.8% | +3.1% |
| 30D | -6.7% | -7.9% | +1.3% | -4.4% |
| 3M | -5.4% | +4.5% | -9.9% | -7.1% |
| 6M | +4.4% | +2.5% | +1.8% | +2.9% |
| YTD | +14.9% | +19.3% | -4.4% | +8.0% |
| 1Y | +9.3% | -0.2% | +9.4% | +7.7% |
| 3Y | +121.7% | +110.0% | +11.7% | +72.0% |
| 5Y | +148.2% | +96.8% | +51.4% | +88.4% |
| 10Y | +957.3% | +559.9% | +397.4% | +403.3% |
| All | +2,335.1% | +1,445.4% | +889.7% | +666.9% |
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