+2,006.3%
LLY vs TMF
-83.0%
+2,089.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.3% |
| 7D | +0.1% | +0.6% | -0.5% | +0.1% |
| 30D | +19.7% | +16.3% | +3.4% | +20.3% |
| 3M | +19.3% | -2.7% | +21.9% | +19.1% |
| 6M | +49.3% | -13.2% | +62.5% | +48.7% |
| YTD | +32.0% | -16.7% | +48.7% | +31.3% |
| 1Y | +53.7% | -22.7% | +76.4% | +52.4% |
| 3Y | +143.7% | -26.1% | +169.8% | +142.9% |
| 5Y | +463.9% | -88.4% | +552.3% | +380.6% |
| 10Y | +2,006.3% | -81.8% | +2,088.2% | +1,723.8% |
| All | +2,006.3% | -83.0% | +2,089.4% | +1,723.8% |
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