+2,006.3%
LLY vs TFC
+90.1%
+1,916.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.9% | +2.4% | +4.0% |
| 7D | +0.1% | +0.3% | -0.3% | 0.0% |
| 30D | +19.7% | +9.2% | +10.6% | +18.3% |
| 3M | +19.3% | -2.9% | +22.2% | +19.7% |
| 6M | +49.3% | +3.5% | +45.8% | +48.3% |
| YTD | +32.0% | +5.4% | +26.6% | +30.6% |
| 1Y | +53.7% | +17.3% | +36.4% | +49.7% |
| 3Y | +143.7% | +96.7% | +47.1% | +118.1% |
| 5Y | +463.9% | -1.1% | +465.0% | +457.1% |
| 10Y | +2,006.3% | +84.7% | +1,921.6% | +1,660.8% |
| All | +2,006.3% | +90.1% | +1,916.3% | +1,660.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling