+92.7%
LLY vs TDG
+50.2%
+42.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.5% |
| 7D | -3.1% | -2.4% | -0.7% | -2.5% |
| 30D | -8.6% | -8.0% | -0.6% | -6.6% |
| 3M | -1.6% | -10.5% | +8.8% | +1.0% |
| 6M | +11.8% | -11.9% | +23.8% | +15.0% |
| YTD | +5.1% | -15.4% | +20.5% | +8.9% |
| 1Y | +50.7% | -14.2% | +64.9% | +55.1% |
| All | +92.7% | +50.2% | +42.5% | +70.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling