+49.8%
LLY vs TNA
+50.2%
-0.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | +0.2% |
| 7D | -3.2% | -7.6% | +4.4% | -2.5% |
| 30D | -7.4% | -13.6% | +6.2% | -6.3% |
| 3M | -1.0% | +2.8% | -3.9% | -2.0% |
| 6M | +12.5% | +34.5% | -22.0% | +7.6% |
| YTD | +5.0% | +41.0% | -36.0% | -0.5% |
| 1Y | +49.8% | +52.0% | -2.3% | +39.5% |
| All | +49.8% | +50.2% | -0.5% | +39.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling