+139.5%
LLY vs TNA
+153.5%
-14.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.3% | +0.1% |
| 7D | +1.4% | -2.1% | +3.5% | +1.5% |
| 30D | +21.5% | +3.1% | +18.4% | +20.9% |
| 3M | +18.5% | -20.2% | +38.6% | +20.9% |
| 6M | +49.1% | -10.0% | +59.1% | +49.5% |
| YTD | +34.4% | +30.3% | +4.0% | +28.5% |
| 1Y | +46.3% | +31.1% | +15.2% | +39.4% |
| All | +139.5% | +153.5% | -14.1% | +113.4% |
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