+1,709.2%
TSM vs LLY
+1,612.4%
+96.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.7% | +3.0% |
| 7D | +2.7% | -2.1% | +4.9% | +3.1% |
| 30D | +3.6% | -1.6% | +5.2% | +3.8% |
| 3M | -3.4% | +2.3% | -5.7% | -4.3% |
| 6M | +20.6% | +14.9% | +5.7% | +16.4% |
| YTD | +41.9% | +7.5% | +34.4% | +38.0% |
| 1Y | +84.4% | +55.7% | +28.7% | +65.0% |
| 3Y | +380.2% | +110.6% | +269.6% | +295.4% |
| 5Y | +275.3% | +363.4% | -88.1% | +151.3% |
| All | +1,709.2% | +1,612.4% | +96.7% | +772.7% |
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