+7,314.0%
LLY vs TNA
+836.4%
+6,477.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.3% | 0.0% |
| 7D | +1.4% | -2.1% | +3.5% | +1.5% |
| 30D | +21.5% | +3.1% | +18.4% | +20.7% |
| 3M | +18.5% | -20.2% | +38.6% | +21.7% |
| 6M | +49.1% | -10.0% | +59.1% | +49.8% |
| YTD | +34.4% | +30.3% | +4.0% | +27.3% |
| 1Y | +46.3% | +31.1% | +15.2% | +38.0% |
| 3Y | +145.5% | +149.4% | -3.9% | +99.9% |
| 5Y | +472.7% | -42.5% | +515.1% | +436.9% |
| 10Y | +2,050.0% | +46.7% | +2,003.3% | +1,359.6% |
| All | +7,314.0% | +836.4% | +6,477.6% | +2,482.2% |
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