+1,549.9%
LLY vs TNA
+86.1%
+1,463.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -0.8% |
| 7D | -2.9% | -7.3% | +4.3% | -2.1% |
| 30D | -8.4% | -14.2% | +5.7% | -6.8% |
| 3M | -3.8% | -4.6% | +0.8% | -3.6% |
| 6M | +11.9% | +36.9% | -25.0% | +6.8% |
| YTD | +4.3% | +42.5% | -38.2% | -1.3% |
| 1Y | +48.5% | +45.8% | +2.7% | +39.2% |
| 3Y | +91.2% | +104.7% | -13.4% | +63.7% |
| 5Y | +387.5% | -21.7% | +409.2% | +343.4% |
| All | +1,549.9% | +86.1% | +1,463.8% | +974.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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