+9,873.9%
LLY vs TD
+7,985.3%
+1,888.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -4.5% | -1.7% | -2.8% | -4.0% |
| 30D | +13.9% | +8.2% | +5.7% | +11.3% |
| 3M | +13.8% | +1.7% | +12.1% | +13.0% |
| 6M | +37.6% | +14.2% | +23.4% | +31.9% |
| YTD | +26.6% | +32.8% | -6.2% | +15.9% |
| 1Y | +45.3% | +55.5% | -10.1% | +27.0% |
| 3Y | +132.2% | +129.6% | +2.6% | +79.8% |
| 5Y | +434.7% | +102.2% | +332.5% | +324.2% |
| 10Y | +2,084.3% | +306.3% | +1,778.0% | +1,269.4% |
| All | +9,873.9% | +7,985.3% | +1,888.6% | +2,457.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling