+6,458.0%
LLY vs TMF
-69.1%
+6,527.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.6% | -4.3% | -3.7% |
| 7D | -0.7% | +2.7% | -3.4% | -0.5% |
| 30D | +17.9% | +19.3% | -1.4% | +19.2% |
| 3M | +16.8% | -3.7% | +20.5% | +16.6% |
| 6M | +38.4% | -11.3% | +49.8% | +37.5% |
| YTD | +27.6% | -16.6% | +44.2% | +26.3% |
| 1Y | +48.3% | -21.1% | +69.5% | +46.3% |
| 3Y | +145.4% | -26.8% | +172.2% | +143.3% |
| 5Y | +438.9% | -88.0% | +526.9% | +359.6% |
| 10Y | +2,101.6% | -84.7% | +2,186.3% | +1,902.1% |
| All | +6,458.0% | -69.1% | +6,527.1% | +6,457.3% |
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