+330.4%
TSM vs LLY
+147.9%
+182.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -1.8% |
| 7D | +6.2% | +6.6% | -0.4% | +5.4% |
| 30D | -7.3% | +19.4% | -26.7% | -9.3% |
| 3M | -7.1% | +19.6% | -26.7% | -9.2% |
| 6M | +0.2% | +42.6% | -42.3% | -5.2% |
| YTD | +32.2% | +35.0% | -2.7% | +25.4% |
| 1Y | +42.8% | +42.0% | +0.8% | +33.8% |
| 3Y | +330.4% | +140.5% | +189.9% | +269.0% |
| All | +330.4% | +147.9% | +182.5% | +269.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling