+95.6%
LLY vs TNA
+117.1%
-21.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -2.1% |
| 7D | -3.1% | +4.1% | -7.2% | -3.5% |
| 30D | -5.1% | -7.6% | +2.6% | -4.3% |
| 3M | -2.1% | +8.1% | -10.1% | -3.3% |
| 6M | +13.8% | +49.0% | -35.2% | +7.9% |
| YTD | +5.1% | +51.7% | -46.6% | -1.0% |
| 1Y | +53.1% | +59.6% | -6.5% | +42.6% |
| 3Y | +95.6% | +118.9% | -23.3% | +75.1% |
| All | +95.6% | +117.1% | -21.5% | +75.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling