+2,024.1%
LLY vs TMF
-82.2%
+2,106.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.9% | +5.3% | +1.3% |
| 7D | +1.6% | -1.1% | +2.7% | +1.6% |
| 30D | +21.5% | +11.8% | +9.6% | +21.9% |
| 3M | +16.4% | -4.0% | +20.5% | +16.3% |
| 6M | +51.5% | -16.5% | +68.0% | +50.6% |
| YTD | +33.9% | -19.9% | +53.8% | +33.0% |
| 1Y | +49.1% | -25.6% | +74.7% | +47.7% |
| 3Y | +144.6% | -29.9% | +174.5% | +143.3% |
| 5Y | +466.3% | -88.2% | +554.6% | +385.4% |
| 10Y | +2,024.1% | -81.7% | +2,105.9% | +1,729.2% |
| All | +2,024.1% | -82.2% | +2,106.4% | +1,729.2% |
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