+390.2%
LLY vs TNA
-22.1%
+412.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.2% | +0.4% |
| 7D | -3.1% | -3.6% | +0.5% | -2.8% |
| 30D | -8.6% | -10.1% | +1.4% | -7.7% |
| 3M | -1.6% | +2.7% | -4.3% | -2.2% |
| 6M | +11.8% | +38.4% | -26.6% | +7.5% |
| YTD | +5.1% | +45.4% | -40.3% | +0.2% |
| 1Y | +50.7% | +55.9% | -5.2% | +41.9% |
| 3Y | +95.7% | +109.8% | -14.1% | +72.2% |
| 5Y | +390.2% | -22.5% | +412.7% | +342.5% |
| All | +390.2% | -22.1% | +412.3% | +342.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling