+1,020.1%
LLY vs TXG
+16.0%
+1,004.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | -2.1% | +1.8% | -4.0% | -2.3% |
| 30D | -1.6% | +32.0% | -33.6% | -3.8% |
| 3M | +2.3% | +87.0% | -84.7% | -3.0% |
| 6M | +14.9% | +180.1% | -165.2% | +5.3% |
| YTD | +7.5% | +284.1% | -276.7% | -4.0% |
| 1Y | +55.7% | +361.7% | -306.0% | +36.2% |
| 3Y | +110.6% | +15.9% | +94.7% | +94.8% |
| 5Y | +363.4% | -66.2% | +429.6% | +352.9% |
| All | +1,020.1% | +16.0% | +1,004.1% | +834.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling