+20,705.6%
LLY vs TFC
+2,478.0%
+18,227.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | -4.5% | +1.2% | -5.7% | -4.7% |
| 30D | +13.9% | +8.3% | +5.6% | +12.1% |
| 3M | +13.8% | -5.2% | +18.9% | +14.9% |
| 6M | +37.6% | -0.8% | +38.4% | +37.4% |
| YTD | +26.6% | +3.4% | +23.2% | +25.1% |
| 1Y | +45.3% | +17.0% | +28.3% | +40.0% |
| 3Y | +132.2% | +86.2% | +46.1% | +100.3% |
| 5Y | +434.7% | -2.3% | +437.0% | +412.7% |
| 10Y | +2,084.3% | +93.9% | +1,990.4% | +1,591.0% |
| All | +20,705.6% | +2,478.0% | +18,227.7% | +9,955.4% |
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 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