+144.6%
LLY vs TXG
+73.9%
+70.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.3% | +4.7% | +1.7% |
| 7D | +1.6% | -3.7% | +5.3% | +1.9% |
| 30D | +21.5% | -22.0% | +43.5% | +23.3% |
| 3M | +16.4% | +7.4% | +9.0% | +14.2% |
| 6M | +51.5% | +191.2% | -139.7% | +34.0% |
| YTD | +33.9% | +285.7% | -251.7% | +14.8% |
| 1Y | +49.1% | +268.3% | -219.2% | +28.0% |
| 3Y | +144.6% | +77.3% | +67.3% | +94.0% |
| All | +144.6% | +73.9% | +70.7% | +94.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling