+361.5%
LLY vs TXG
-65.4%
+426.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.7% | -6.9% | -2.6% |
| 7D | -3.1% | +9.4% | -12.5% | -3.8% |
| 30D | -5.1% | +26.1% | -31.2% | -6.8% |
| 3M | -2.1% | +124.8% | -126.9% | -8.5% |
| 6M | +13.8% | +215.2% | -201.4% | +3.2% |
| YTD | +5.1% | +302.2% | -297.1% | -6.7% |
| 1Y | +53.1% | +370.9% | -317.8% | +33.5% |
| 3Y | +95.6% | +38.5% | +57.1% | +77.2% |
| 5Y | +361.5% | -64.4% | +425.9% | +350.1% |
| All | +361.5% | -65.4% | +426.9% | +350.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling