+1,549.9%
LLY vs TDG
+547.7%
+1,002.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.8% | -0.8% |
| 7D | -2.9% | -1.9% | -1.1% | -2.7% |
| 30D | -8.4% | -7.7% | -0.7% | -7.4% |
| 3M | -3.8% | -9.3% | +5.6% | -2.5% |
| 6M | +11.9% | -9.4% | +21.3% | +13.3% |
| YTD | +4.3% | -14.3% | +18.6% | +6.2% |
| 1Y | +48.5% | -11.8% | +60.3% | +50.4% |
| 3Y | +91.2% | +52.0% | +39.3% | +80.5% |
| 5Y | +387.5% | +128.8% | +258.6% | +333.9% |
| All | +1,549.9% | +547.7% | +1,002.2% | +1,215.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling