+59.6%
TXN vs LYV
+93.4%
-33.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | +4.0% | -1.9% | +5.9% | +4.6% |
| 30D | -2.9% | -8.2% | +5.3% | -0.3% |
| 3M | -9.1% | -1.3% | -7.8% | -9.2% |
| 6M | +36.6% | +2.6% | +34.0% | +34.3% |
| YTD | +57.5% | +19.4% | +38.1% | +46.5% |
| 1Y | +49.5% | -2.2% | +51.8% | +48.4% |
| 3Y | +76.5% | +106.0% | -29.5% | +34.3% |
| All | +59.6% | +93.4% | -33.8% | +23.5% |
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 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