+1,300.7%
LLY vs TXG
+14.9%
+1,285.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.4% |
| 7D | +1.4% | -8.1% | +9.5% | +1.9% |
| 30D | +21.5% | -17.5% | +39.0% | +22.7% |
| 3M | +18.5% | +6.1% | +12.4% | +16.9% |
| 6M | +49.1% | +202.7% | -153.6% | +35.0% |
| YTD | +34.4% | +280.4% | -246.1% | +19.1% |
| 1Y | +46.3% | +274.0% | -227.7% | +29.6% |
| 3Y | +145.5% | +74.9% | +70.6% | +119.9% |
| 5Y | +472.7% | -63.0% | +535.7% | +452.5% |
| All | +1,300.7% | +14.9% | +1,285.8% | +1,059.8% |
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