+1,580.3%
LLY vs TD
+295.5%
+1,284.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.2% | +0.3% |
| 7D | -3.1% | -1.9% | -1.2% | -2.6% |
| 30D | -8.6% | -1.6% | -7.0% | -8.3% |
| 3M | -1.6% | +4.6% | -6.3% | -3.2% |
| 6M | +11.8% | +26.8% | -15.0% | +4.1% |
| YTD | +5.1% | +28.3% | -23.2% | -2.7% |
| 1Y | +50.7% | +60.4% | -9.7% | +30.5% |
| 3Y | +95.7% | +125.7% | -30.0% | +52.4% |
| 5Y | +390.2% | +122.4% | +267.8% | +277.0% |
| 10Y | +1,580.3% | +297.1% | +1,283.2% | +951.2% |
| All | +1,580.3% | +295.5% | +1,284.8% | +951.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 10y: compounded portfolio wealth divided by compounded TD 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…
10y analysis · Full analysis span regression · 6 months rolling