+1,610.3%
LLY vs TAP
-50.2%
+1,660.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -2.1% | -2.3% | +0.2% | -1.8% |
| 30D | -1.6% | -2.1% | +0.5% | -1.3% |
| 3M | +2.3% | +6.6% | -4.3% | +1.0% |
| 6M | +14.9% | -11.5% | +26.4% | +17.0% |
| YTD | +7.5% | -10.3% | +17.7% | +9.1% |
| 1Y | +55.7% | -14.4% | +70.1% | +59.1% |
| 3Y | +110.6% | -28.3% | +138.9% | +119.6% |
| 5Y | +363.4% | +1.7% | +361.7% | +342.8% |
| All | +1,610.3% | -50.2% | +1,660.4% | +1,636.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling