+57.3%
LLY vs TFC
+20.8%
+36.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.3% | +0.2% |
| 7D | +10.1% | +5.1% | +5.0% | +9.3% |
| 30D | +24.0% | +9.8% | +14.2% | +22.6% |
| 3M | +27.3% | -2.4% | +29.7% | +27.1% |
| 6M | +47.0% | +4.9% | +42.0% | +45.7% |
| YTD | +32.6% | +6.6% | +26.0% | +28.1% |
| 1Y | +57.3% | +21.3% | +36.0% | +43.1% |
| All | +57.3% | +20.8% | +36.6% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 1y: compounded portfolio wealth divided by compounded TFC 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…
1y analysis · Full analysis span regression · 6 months rolling