+1,560.7%
LLY vs TXN
+413.0%
+1,147.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.1% |
| 7D | -3.2% | +2.0% | -5.1% | -3.6% |
| 30D | -7.4% | -8.0% | +0.5% | -5.9% |
| 3M | -1.0% | -7.8% | +6.7% | -0.6% |
| 6M | +12.5% | +32.4% | -19.9% | +2.8% |
| YTD | +5.0% | +51.7% | -46.7% | -7.8% |
| 1Y | +49.8% | +44.3% | +5.5% | +32.8% |
| 3Y | +95.5% | +71.3% | +24.2% | +60.0% |
| 5Y | +390.7% | +56.4% | +334.3% | +303.2% |
| All | +1,560.7% | +413.0% | +1,147.7% | +853.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXN.
Daily Out/Under-Performance
Portfolio return minus TXN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXN 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 TXN 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