+995.6%
LLY vs TXG
+24.6%
+971.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.5% | -0.2% |
| 7D | -3.1% | +9.1% | -12.2% | -3.7% |
| 30D | -8.6% | +14.9% | -23.5% | -9.6% |
| 3M | -1.6% | +120.0% | -121.6% | -7.8% |
| 6M | +11.8% | +221.8% | -210.0% | +1.4% |
| YTD | +5.1% | +312.6% | -307.5% | -6.7% |
| 1Y | +50.7% | +398.4% | -347.7% | +31.1% |
| 3Y | +95.7% | +42.1% | +53.6% | +78.6% |
| 5Y | +390.2% | -63.5% | +453.6% | +376.3% |
| All | +995.6% | +24.6% | +971.0% | +809.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling