+43.5%
TSM vs LLY
+49.6%
-6.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +3.9% | +4.3% |
| 7D | +4.4% | +1.4% | +3.1% | +4.5% |
| 30D | -7.0% | +21.5% | -28.5% | -4.6% |
| 3M | -1.8% | +18.5% | -20.3% | +0.6% |
| 6M | +2.7% | +49.1% | -46.4% | +6.0% |
| YTD | +37.1% | +34.4% | +2.7% | +38.6% |
| 1Y | +43.5% | +46.3% | -2.8% | +46.5% |
| All | +43.5% | +49.6% | -6.2% | +46.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling