+56.5%
LLY vs TEM
+90.1%
-33.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.0% | -8.8% | -1.3% |
| 7D | -4.5% | +5.3% | -9.8% | -4.8% |
| 30D | +13.9% | +8.1% | +5.8% | +13.2% |
| 3M | +13.8% | +64.9% | -51.1% | +9.4% |
| 6M | +37.6% | +42.1% | -4.5% | +33.1% |
| YTD | +26.6% | +28.8% | -2.2% | +22.6% |
| 1Y | +45.3% | +5.5% | +39.9% | +42.3% |
| All | +56.5% | +90.1% | -33.6% | +50.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling