+2,024.1%
LLY vs TD
+303.3%
+1,720.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | +1.6% | -0.7% | +2.3% | +1.8% |
| 30D | +21.5% | +7.6% | +13.8% | +19.0% |
| 3M | +16.4% | +3.0% | +13.4% | +15.3% |
| 6M | +51.5% | +16.8% | +34.6% | +44.3% |
| YTD | +33.9% | +34.3% | -0.4% | +22.3% |
| 1Y | +49.1% | +56.0% | -6.9% | +30.3% |
| 3Y | +144.6% | +132.4% | +12.3% | +89.1% |
| 5Y | +466.3% | +103.7% | +362.7% | +350.2% |
| 10Y | +2,024.1% | +299.2% | +1,725.0% | +1,211.6% |
| All | +2,024.1% | +303.3% | +1,720.9% | +1,211.6% |
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