+92.7%
LLY vs TXG
+41.0%
+51.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.5% | -0.2% |
| 7D | -3.1% | +9.1% | -12.2% | -3.9% |
| 30D | -8.6% | +14.9% | -23.5% | -9.9% |
| 3M | -1.6% | +120.0% | -121.6% | -9.2% |
| 6M | +11.8% | +221.8% | -210.0% | -1.0% |
| YTD | +5.1% | +312.6% | -307.5% | -9.4% |
| 1Y | +50.7% | +398.4% | -347.7% | +26.4% |
| All | +92.7% | +41.0% | +51.7% | +67.5% |
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 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