+2,973.6%
LLY vs TCOM
+2,694.8%
+278.8%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | -2.1% | -9.5% | +7.4% | -1.3% |
| 30D | -1.6% | -10.7% | +9.1% | -0.7% |
| 3M | +2.3% | -14.6% | +16.9% | +3.5% |
| 6M | +14.9% | -19.3% | +34.2% | +16.7% |
| YTD | +7.5% | -42.9% | +50.4% | +12.1% |
| 1Y | +55.7% | -43.8% | +99.5% | +62.6% |
| 3Y | +110.6% | +2.1% | +108.5% | +105.7% |
| 5Y | +363.4% | +31.2% | +332.2% | +329.0% |
| 10Y | +1,649.0% | -13.9% | +1,662.9% | +1,528.5% |
| All | +2,973.6% | +2,694.8% | +278.8% | +1,926.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling