+161.7%
TTMI vs LYV
-0.4%
+162.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.3% | +3.3% |
| 7D | +0.7% | -1.9% | +2.6% | +1.0% |
| 30D | -8.4% | -8.2% | -0.3% | -7.1% |
| 3M | -32.5% | -1.3% | -31.2% | -33.1% |
| 6M | +32.5% | +2.6% | +29.9% | +27.3% |
| YTD | +83.2% | +19.4% | +63.8% | +76.4% |
| 1Y | +161.7% | -2.2% | +163.9% | +122.0% |
| All | +161.7% | -0.4% | +162.1% | +122.0% |
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