+1,263.2%
TXN vs LYV
+1,446.8%
-183.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | +4.0% | -1.9% | +5.9% | +4.5% |
| 30D | -2.9% | -8.2% | +5.3% | -0.9% |
| 3M | -9.1% | -1.3% | -7.8% | -9.1% |
| 6M | +36.6% | +2.6% | +34.0% | +35.0% |
| YTD | +57.5% | +19.4% | +38.1% | +49.5% |
| 1Y | +49.5% | -2.2% | +51.8% | +48.5% |
| 3Y | +76.5% | +106.0% | -29.5% | +45.3% |
| 5Y | +62.4% | +97.7% | -35.3% | +31.7% |
| 10Y | +429.7% | +560.5% | -130.8% | +205.7% |
| All | +1,263.2% | +1,446.8% | -183.6% | +515.7% |
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