-72.2%
TTD vs LYV
+6.6%
-78.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.2% | -2.1% | -4.1% |
| 7D | +6.3% | -4.5% | +10.8% | +7.0% |
| 30D | -23.9% | -5.5% | -18.4% | -23.3% |
| 3M | -31.4% | +7.8% | -39.1% | -31.3% |
| 6M | -42.7% | +9.4% | -52.0% | -42.7% |
| YTD | -62.0% | +21.8% | -83.7% | -62.1% |
| 1Y | -72.2% | +6.5% | -78.7% | -71.7% |
| All | -72.2% | +6.6% | -78.8% | -71.7% |
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