+2.6%
TSM vs LLY
+46.9%
-44.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -2.0% |
| 7D | +14.8% | +4.6% | +10.3% | +15.8% |
| 30D | -8.9% | +22.4% | -31.3% | -3.6% |
| 3M | -5.3% | +17.1% | -22.4% | -0.4% |
| 6M | +2.6% | +44.6% | -42.1% | +8.4% |
| All | +2.6% | +46.9% | -44.4% | +8.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling