+29.9%
LLY vs TEM
+60.7%
-30.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.2% |
| 7D | -3.1% | +3.2% | -6.4% | -3.3% |
| 30D | -5.1% | +23.5% | -28.6% | -6.6% |
| 3M | -2.1% | +32.3% | -34.4% | -4.3% |
| 6M | +13.8% | +23.0% | -9.2% | +11.3% |
| YTD | +5.1% | +8.9% | -3.8% | +3.3% |
| 1Y | +53.1% | -19.9% | +73.0% | +52.8% |
| All | +29.9% | +60.7% | -30.8% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 10y: compounded portfolio wealth divided by compounded TEM 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…
10y analysis · Full analysis span regression · 6 months rolling