+7,346.0%
LLY vs TNA
+781.2%
+6,564.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.2% | +1.3% |
| 7D | +6.6% | +3.7% | +2.9% | +6.0% |
| 30D | +19.4% | +4.4% | +15.0% | +18.5% |
| 3M | +19.6% | -26.7% | +46.2% | +24.3% |
| 6M | +42.6% | -12.8% | +55.4% | +43.8% |
| YTD | +35.0% | +22.7% | +12.3% | +28.9% |
| 1Y | +42.0% | +35.7% | +6.4% | +33.4% |
| 3Y | +140.5% | +134.6% | +5.9% | +97.4% |
| 5Y | +479.9% | -46.0% | +525.9% | +448.3% |
| 10Y | +2,059.2% | +38.0% | +2,021.2% | +1,377.9% |
| All | +7,346.0% | +781.2% | +6,564.8% | +2,514.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling