+482.6%
LLY vs TFC
+1.3%
+481.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +1.0% |
| 7D | +6.6% | +2.3% | +4.3% | +6.4% |
| 30D | +19.4% | +10.8% | +8.6% | +18.4% |
| 3M | +19.6% | -3.8% | +23.3% | +19.9% |
| 6M | +42.6% | +9.6% | +33.0% | +41.4% |
| YTD | +35.0% | +5.8% | +29.2% | +34.0% |
| 1Y | +42.0% | +16.2% | +25.8% | +40.0% |
| 3Y | +140.5% | +96.0% | +44.5% | +129.6% |
| All | +482.6% | +1.3% | +481.4% | +494.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling