+2,043.2%
LLY vs TMF
-84.4%
+2,127.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -4.5% | +1.2% | -5.7% | -4.4% |
| 30D | +13.9% | +19.7% | -5.8% | +14.6% |
| 3M | +13.8% | -2.1% | +15.9% | +13.7% |
| 6M | +37.6% | -13.4% | +51.1% | +36.9% |
| YTD | +26.6% | -16.7% | +43.3% | +25.8% |
| 1Y | +45.3% | -23.3% | +68.7% | +44.0% |
| 3Y | +132.2% | -24.8% | +157.0% | +131.6% |
| 5Y | +434.7% | -88.0% | +522.7% | +353.7% |
| All | +2,043.2% | -84.4% | +2,127.6% | +1,677.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling