-72.0%
TTD vs LYV
+25.0%
-97.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.5% | +2.4% |
| 7D | +3.7% | +6.2% | -2.5% | +2.6% |
| 30D | +10.4% | +7.3% | +3.1% | +9.1% |
| 3M | -31.6% | -0.3% | -31.3% | -31.8% |
| 6M | -45.1% | +16.2% | -61.3% | -45.3% |
| YTD | -65.1% | +28.5% | -93.7% | -65.4% |
| 1Y | -72.0% | +21.5% | -93.5% | -72.4% |
| All | -72.0% | +25.0% | -97.0% | -72.4% |
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 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