+57.3%
LLY vs TXG
+406.9%
-349.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.4% | -2.8% | +0.5% |
| 7D | +10.1% | -19.3% | +29.3% | +10.9% |
| 30D | +24.0% | -30.9% | +55.0% | +26.0% |
| 3M | +27.3% | +41.1% | -13.8% | +23.1% |
| 6M | +47.0% | +211.9% | -164.9% | +32.5% |
| YTD | +32.6% | +314.0% | -281.4% | +20.3% |
| 1Y | +57.3% | +405.4% | -348.0% | +42.1% |
| All | +57.3% | +406.9% | -349.6% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling