+372.0%
LLY vs TMF
-87.5%
+459.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.2% | -0.9% |
| 7D | -2.1% | -1.4% | -0.7% | -2.1% |
| 30D | -1.6% | -2.8% | +1.2% | -1.5% |
| 3M | +2.3% | -10.9% | +13.2% | +2.7% |
| 6M | +14.9% | -21.3% | +36.2% | +15.8% |
| YTD | +7.5% | -15.9% | +23.3% | +8.1% |
| 1Y | +55.7% | -15.7% | +71.4% | +56.5% |
| 3Y | +110.6% | -43.4% | +154.0% | +111.9% |
| All | +372.0% | -87.5% | +459.5% | +345.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling