+50.7%
LLY vs TCOM
-45.6%
+96.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.3% | +0.2% |
| 7D | -3.1% | -10.2% | +7.1% | -2.6% |
| 30D | -8.6% | -16.8% | +8.2% | -7.9% |
| 3M | -1.6% | -16.7% | +15.0% | -0.7% |
| 6M | +11.8% | -27.1% | +38.9% | +13.9% |
| YTD | +5.1% | -45.5% | +50.6% | +9.2% |
| 1Y | +50.7% | -45.9% | +96.6% | +55.7% |
| All | +50.7% | -45.6% | +96.3% | +55.7% |
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