+2,043.2%
LLY vs TFC
+90.2%
+1,953.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -4.5% | +1.2% | -5.7% | -4.7% |
| 30D | +13.9% | +8.3% | +5.6% | +12.6% |
| 3M | +13.8% | -5.2% | +18.9% | +14.5% |
| 6M | +37.6% | -0.8% | +38.4% | +37.5% |
| YTD | +26.6% | +3.4% | +23.2% | +25.5% |
| 1Y | +45.3% | +17.0% | +28.3% | +41.5% |
| 3Y | +132.2% | +86.2% | +46.1% | +109.1% |
| 5Y | +434.7% | -2.3% | +437.0% | +428.8% |
| All | +2,043.2% | +90.2% | +1,953.0% | +1,507.7% |
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