+63.2%
LLY vs TEM
+111.1%
-47.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +11.0% | -6.8% | +3.6% |
| 7D | +0.1% | +7.6% | -7.5% | -0.4% |
| 30D | +19.7% | +19.0% | +0.7% | +18.2% |
| 3M | +19.3% | +62.2% | -43.0% | +14.8% |
| 6M | +49.3% | +69.4% | -20.0% | +42.8% |
| YTD | +32.0% | +43.0% | -11.0% | +27.0% |
| 1Y | +53.7% | +18.0% | +35.7% | +49.4% |
| All | +63.2% | +111.1% | -47.9% | +55.7% |
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