+5,828.7%
LLY vs TNA
+1,004.3%
+4,824.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.0% |
| 7D | -2.1% | -0.1% | -2.1% | -2.2% |
| 30D | -1.6% | -4.9% | +3.3% | -1.0% |
| 3M | +2.3% | +0.4% | +1.9% | +1.7% |
| 6M | +14.9% | +32.5% | -17.6% | +9.4% |
| YTD | +7.5% | +53.7% | -46.3% | -0.2% |
| 1Y | +55.7% | +65.1% | -9.4% | +42.2% |
| 3Y | +110.6% | +98.4% | +12.2% | +77.2% |
| 5Y | +363.4% | -22.5% | +385.9% | +315.9% |
| 10Y | +1,649.0% | +82.5% | +1,566.5% | +1,050.9% |
| All | +5,828.7% | +1,004.3% | +4,824.4% | +1,925.2% |
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