+273.1%
TSM vs LLY
+364.4%
-91.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.7% | +3.0% |
| 7D | +2.7% | -2.1% | +4.9% | +3.0% |
| 30D | +3.6% | -1.6% | +5.2% | +3.7% |
| 3M | -3.4% | +2.3% | -5.7% | -4.1% |
| 6M | +20.6% | +14.9% | +5.7% | +17.4% |
| YTD | +41.9% | +7.5% | +34.4% | +39.0% |
| 1Y | +84.4% | +55.7% | +28.7% | +68.7% |
| 3Y | +380.2% | +110.6% | +269.6% | +322.0% |
| All | +273.1% | +364.4% | -91.2% | +180.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling