+2,053.0%
LLY vs TMF
-81.8%
+2,134.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | -0.8% |
| 7D | +4.6% | -8.2% | +12.7% | +4.3% |
| 30D | +22.4% | +5.3% | +17.0% | +22.6% |
| 3M | +17.1% | -8.5% | +25.6% | +16.8% |
| 6M | +44.6% | -17.2% | +61.8% | +43.8% |
| YTD | +33.5% | -23.4% | +56.9% | +32.4% |
| 1Y | +41.1% | -30.2% | +71.4% | +39.5% |
| 3Y | +143.8% | -32.9% | +176.7% | +142.2% |
| 5Y | +473.4% | -88.5% | +561.9% | +391.7% |
| All | +2,053.0% | -81.8% | +2,134.8% | +1,759.8% |
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