+42.2%
LLY vs TFC
+15.7%
+26.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +18.1% |
| 3M | +19.7% | -3.8% | +23.5% | +19.7% |
| 6M | +42.7% | +9.6% | +33.2% | +40.8% |
| YTD | +35.1% | +5.8% | +29.3% | +30.4% |
| 1Y | +42.2% | +16.2% | +26.0% | +30.5% |
| All | +42.2% | +15.7% | +26.4% | +30.5% |
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