+140.8%
LLY vs TDG
+43.8%
+96.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +0.9% |
| 7D | +6.7% | +1.7% | +5.0% | +6.2% |
| 30D | +19.6% | +9.7% | +9.9% | +16.5% |
| 3M | +19.7% | -2.3% | +22.0% | +20.3% |
| 6M | +42.7% | +1.3% | +41.4% | +41.4% |
| YTD | +35.1% | -8.5% | +43.6% | +37.0% |
| 1Y | +42.2% | -8.1% | +50.3% | +43.9% |
| 3Y | +140.8% | +43.4% | +97.4% | +109.6% |
| All | +140.8% | +43.8% | +96.9% | +109.6% |
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