+57.3%
LLY vs TCOM
-39.6%
+97.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.6% | +0.4% |
| 7D | +10.1% | +10.7% | -0.6% | +9.3% |
| 30D | +24.0% | +10.1% | +14.0% | +23.2% |
| 3M | +27.3% | -8.9% | +36.1% | +27.5% |
| 6M | +47.0% | -19.2% | +66.1% | +49.2% |
| YTD | +32.6% | -40.6% | +73.2% | +36.7% |
| 1Y | +57.3% | -39.0% | +96.4% | +60.2% |
| All | +57.3% | -39.6% | +97.0% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling