+92.7%
LLY vs TKO
+103.5%
-10.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.3% |
| 7D | -3.1% | +0.7% | -3.8% | -3.2% |
| 30D | -8.6% | +0.9% | -9.5% | -8.8% |
| 3M | -1.6% | -6.2% | +4.5% | -0.8% |
| 6M | +11.8% | -5.6% | +17.5% | +12.5% |
| YTD | +5.1% | -7.8% | +13.0% | +5.8% |
| 1Y | +50.7% | -1.2% | +51.9% | +50.1% |
| All | +92.7% | +103.5% | -10.8% | +85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 3y: compounded portfolio wealth divided by compounded TKO 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…
3y analysis · Full analysis span regression · 6 months rolling