+95.6%
LLY vs TD
+128.4%
-32.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.0% |
| 7D | -3.1% | +0.9% | -4.0% | -3.3% |
| 30D | -5.1% | -0.7% | -4.4% | -5.0% |
| 3M | -2.1% | +6.3% | -8.3% | -3.8% |
| 6M | +13.8% | +27.9% | -14.1% | +6.7% |
| YTD | +5.1% | +29.8% | -24.7% | -2.1% |
| 1Y | +53.1% | +63.7% | -10.5% | +33.9% |
| 3Y | +95.6% | +128.3% | -32.7% | +55.9% |
| All | +95.6% | +128.4% | -32.8% | +55.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling