+463.9%
LLY vs TRGP
+426.9%
+37.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.4% | +0.9% | +3.7% |
| 7D | +0.1% | -7.2% | +7.2% | +1.2% |
| 30D | +19.7% | -4.2% | +23.9% | +20.4% |
| 3M | +19.3% | +7.0% | +12.3% | +17.6% |
| 6M | +49.3% | +11.2% | +38.1% | +45.9% |
| YTD | +32.0% | +51.1% | -19.1% | +22.1% |
| 1Y | +53.7% | +62.0% | -8.3% | +40.2% |
| 3Y | +143.7% | +248.2% | -104.4% | +96.2% |
| 5Y | +463.9% | +432.4% | +31.5% | +318.2% |
| All | +463.9% | +426.9% | +37.0% | +318.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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