+473.4%
LLY vs TAP
-1.4%
+474.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | +4.6% | -6.3% | +10.9% | +5.4% |
| 30D | +22.4% | +2.7% | +19.7% | +21.9% |
| 3M | +17.1% | -3.7% | +20.9% | +17.5% |
| 6M | +44.6% | -2.0% | +46.7% | +44.7% |
| YTD | +33.5% | -12.3% | +45.8% | +35.1% |
| 1Y | +41.1% | -10.1% | +51.2% | +42.5% |
| 3Y | +143.8% | -25.3% | +169.0% | +148.1% |
| 5Y | +473.4% | -1.9% | +475.3% | +466.4% |
| All | +473.4% | -1.4% | +474.8% | +466.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling