+57.3%
LLY vs TDG
-5.9%
+63.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | +10.1% | +7.1% | +3.0% | +8.5% |
| 30D | +24.0% | +11.4% | +12.7% | +21.5% |
| 3M | +27.3% | -4.6% | +31.8% | +27.8% |
| 6M | +47.0% | +5.8% | +41.1% | +44.6% |
| YTD | +32.6% | -8.5% | +41.1% | +32.5% |
| 1Y | +57.3% | -5.8% | +63.2% | +55.7% |
| All | +57.3% | -5.9% | +63.2% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 1y: compounded portfolio wealth divided by compounded TDG 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…
1y analysis · Full analysis span regression · 6 months rolling