+1,291.0%
TTMI vs LYV
+1,446.8%
-155.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.3% | +3.3% |
| 7D | +0.7% | -1.9% | +2.6% | +1.4% |
| 30D | -8.4% | -8.2% | -0.3% | -5.7% |
| 3M | -32.5% | -1.3% | -31.2% | -32.7% |
| 6M | +32.5% | +2.6% | +29.9% | +30.2% |
| YTD | +83.2% | +19.4% | +63.8% | +69.6% |
| 1Y | +161.7% | -2.2% | +163.9% | +159.0% |
| 3Y | +890.1% | +106.0% | +784.1% | +639.3% |
| 5Y | +832.4% | +97.7% | +734.8% | +569.4% |
| 10Y | +1,115.8% | +560.5% | +555.2% | +376.8% |
| All | +1,291.0% | +1,446.8% | -155.8% | +259.5% |
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