+17,561.1%
LLY vs TFC
+2,596.5%
+14,964.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -2.1% | +2.4% | -4.6% | -2.6% |
| 30D | -1.6% | -1.3% | -0.3% | -1.4% |
| 3M | +2.3% | +6.1% | -3.8% | +0.9% |
| 6M | +14.9% | +7.3% | +7.6% | +13.0% |
| YTD | +7.5% | +8.2% | -0.7% | +5.3% |
| 1Y | +55.7% | +14.4% | +41.3% | +50.6% |
| 3Y | +110.6% | +93.7% | +16.9% | +79.8% |
| 5Y | +363.4% | +16.4% | +347.0% | +327.6% |
| 10Y | +1,649.0% | +101.6% | +1,547.4% | +1,243.7% |
| All | +17,561.1% | +2,596.5% | +14,964.6% | +8,361.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling