+2,080.1%
LLY vs TFC
+79.2%
+2,000.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | 0.0% | +1.1% |
| 7D | +6.7% | +2.3% | +4.5% | +6.4% |
| 30D | +19.6% | +10.8% | +8.8% | +17.9% |
| 3M | +19.7% | -3.8% | +23.5% | +20.3% |
| 6M | +42.7% | +9.6% | +33.2% | +40.7% |
| YTD | +35.1% | +5.8% | +29.3% | +33.6% |
| 1Y | +42.2% | +16.2% | +26.0% | +38.6% |
| 3Y | +140.8% | +96.0% | +44.8% | +115.5% |
| 5Y | +480.6% | +1.7% | +478.9% | +470.6% |
| All | +2,080.1% | +79.2% | +2,000.9% | +1,754.2% |
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