+1,410.4%
TSM vs LLY
+2,062.5%
-652.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.8% | +7.1% | +6.5% |
| 7D | -7.6% | -4.5% | -3.1% | -6.8% |
| 30D | -20.5% | +13.9% | -34.4% | -22.4% |
| 3M | -10.0% | +13.8% | -23.7% | -12.3% |
| 6M | -10.1% | +37.6% | -47.7% | -15.9% |
| YTD | +24.5% | +26.6% | -2.1% | +17.5% |
| 1Y | +31.2% | +45.3% | -14.2% | +20.0% |
| 3Y | +322.0% | +132.2% | +189.8% | +243.2% |
| 5Y | +245.3% | +434.7% | -189.4% | +127.5% |
| All | +1,410.4% | +2,062.5% | -652.1% | +624.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LLY.
Daily Out/Under-Performance
Portfolio return minus LLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LLY 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 LLY 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