+364.1%
TTD vs LYV
+537.2%
-173.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.6% | +0.6% |
| 7D | -7.4% | -4.2% | -3.2% | -5.4% |
| 30D | +3.0% | -7.2% | +10.3% | +7.0% |
| 3M | -27.6% | +1.5% | -29.1% | -28.2% |
| 6M | -49.5% | +2.7% | -52.2% | -50.7% |
| YTD | -63.2% | +19.4% | -82.6% | -67.0% |
| 1Y | -69.7% | -0.5% | -69.2% | -70.5% |
| 3Y | -83.3% | +110.1% | -193.5% | -89.3% |
| 5Y | -80.8% | +97.6% | -178.4% | -87.2% |
| All | +364.1% | +537.2% | -173.1% | +173.3% |
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