+5,423.0%
LLY vs TMF
-68.9%
+5,491.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.2% | -0.9% |
| 7D | -2.1% | -1.4% | -0.7% | -2.2% |
| 30D | -1.6% | -2.8% | +1.2% | -1.8% |
| 3M | +2.3% | -10.9% | +13.2% | +1.6% |
| 6M | +14.9% | -21.3% | +36.2% | +13.2% |
| YTD | +7.5% | -15.9% | +23.3% | +6.4% |
| 1Y | +55.7% | -15.7% | +71.4% | +54.3% |
| 3Y | +110.6% | -43.4% | +154.0% | +104.8% |
| 5Y | +363.4% | -87.8% | +451.2% | +296.8% |
| 10Y | +1,649.0% | -86.7% | +1,735.7% | +1,469.3% |
| All | +5,423.0% | -68.9% | +5,491.9% | +5,425.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling