+140.8%
LLY vs TXN
+125.3%
+15.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.8% | +4.1% | +1.5% |
| 7D | +6.7% | +9.5% | -2.7% | +6.0% |
| 30D | +19.6% | +8.7% | +10.9% | +18.8% |
| 3M | +19.7% | +11.6% | +8.1% | +18.6% |
| 6M | +42.7% | +0.1% | +42.6% | +42.0% |
| YTD | +35.1% | +78.8% | -43.7% | +23.0% |
| 1Y | +42.2% | +91.2% | -49.0% | +27.9% |
| 3Y | +140.8% | +125.8% | +15.0% | +126.1% |
| All | +140.8% | +125.3% | +15.5% | +126.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling