+3,743.6%
LLY vs TCOM
+2,870.5%
+873.1%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | +1.4% | +2.2% | -0.8% | +1.2% |
| 30D | +21.5% | +12.5% | +9.0% | +20.3% |
| 3M | +18.5% | -5.6% | +24.1% | +19.0% |
| 6M | +49.1% | -16.5% | +65.6% | +51.0% |
| YTD | +34.4% | -39.4% | +73.7% | +39.5% |
| 1Y | +46.3% | -41.0% | +87.3% | +52.1% |
| 3Y | +145.5% | +29.2% | +116.2% | +135.0% |
| 5Y | +472.7% | +41.6% | +431.0% | +427.2% |
| 10Y | +2,049.9% | +6.6% | +2,043.3% | +1,861.3% |
| All | +3,743.6% | +2,870.5% | +873.1% | +2,419.5% |
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