+47.0%
LLY vs TFC
+16.9%
+30.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +18.4% |
| 3M | +19.3% | -2.9% | +22.2% | +19.2% |
| 6M | +49.3% | +3.5% | +45.8% | +48.3% |
| YTD | +32.0% | +5.4% | +26.6% | +27.5% |
| All | +47.0% | +16.9% | +30.0% | +34.3% |
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