+369.2%
LLY vs TPG
+71.4%
+297.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | +0.3% |
| 7D | -3.2% | -11.8% | +8.7% | -1.9% |
| 30D | -7.4% | -6.3% | -1.2% | -6.9% |
| 3M | -1.0% | +13.6% | -14.6% | -2.5% |
| 6M | +12.5% | +13.8% | -1.3% | +10.6% |
| YTD | +5.0% | -23.7% | +28.7% | +7.6% |
| 1Y | +49.8% | -18.2% | +67.9% | +52.0% |
| 3Y | +95.5% | +80.1% | +15.3% | +82.4% |
| All | +369.2% | +71.4% | +297.8% | +336.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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