+47.0%
LLY vs TMF
-22.6%
+69.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +16.3% |
| 3M | +19.3% | -2.7% | +21.9% | +19.1% |
| 6M | +49.3% | -13.2% | +62.5% | +52.0% |
| YTD | +32.0% | -16.7% | +48.7% | +37.7% |
| All | +47.0% | -22.6% | +69.6% | +57.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling