-79.9%
TTD vs LYV
+93.4%
-173.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -0.6% | -1.9% | +1.3% | +0.6% |
| 30D | +6.3% | -8.2% | +14.5% | +12.0% |
| 3M | -24.1% | -1.3% | -22.9% | -23.6% |
| 6M | -47.4% | +2.6% | -50.0% | -48.9% |
| YTD | -62.2% | +19.4% | -81.6% | -67.1% |
| 1Y | -68.3% | -2.2% | -66.1% | -68.8% |
| 3Y | -83.4% | +106.0% | -189.5% | -91.0% |
| All | -79.9% | +93.4% | -173.2% | -87.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling