+322.0%
TSM vs LLY
+142.0%
+180.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.8% | +7.1% | +6.4% |
| 7D | -7.6% | -4.5% | -3.1% | -7.0% |
| 30D | -20.5% | +13.9% | -34.4% | -21.8% |
| 3M | -10.0% | +13.8% | -23.7% | -11.5% |
| 6M | -10.1% | +37.6% | -47.7% | -14.7% |
| YTD | +24.5% | +26.6% | -2.1% | +19.0% |
| 1Y | +31.2% | +45.3% | -14.2% | +21.4% |
| 3Y | +322.0% | +132.2% | +189.8% | +262.7% |
| All | +322.0% | +142.0% | +180.0% | +262.7% |
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 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