+1,308.4%
LLY vs TXG
+7.8%
+1,300.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.4% |
| 7D | +6.7% | -1.8% | +8.6% | +6.9% |
| 30D | +19.6% | -20.4% | +40.0% | +21.0% |
| 3M | +19.7% | +0.1% | +19.6% | +18.6% |
| 6M | +42.7% | +176.2% | -133.4% | +30.1% |
| YTD | +35.1% | +256.8% | -221.6% | +20.3% |
| 1Y | +42.2% | +255.9% | -213.7% | +26.3% |
| 3Y | +140.8% | +60.2% | +80.6% | +117.0% |
| 5Y | +480.6% | -65.1% | +545.7% | +462.3% |
| All | +1,308.4% | +7.8% | +1,300.7% | +1,071.5% |
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