“When a band goes on tour, it may or may not have the financial backing of its label. An artist receives a fixed fee or a percentage of the tickets sold by the venue owner or promoter. Touring is an expensive process. A moderate estimate of touring costs with a bus and small crew can easily reach $15,000 a week. If an artist tours with the support of their label, the expenses are all recoupable, thus potentially increasing a band’s debt. Many successful bands tour without the support of their label so that they can keep all of their touring revenue. An independent band would have more difficulty than a highly successful one in being self-sufficient on tour.”
Source: http://en.wikipedia.org/wiki/Indie_(music)#Going_major_versus_staying_indie