+390.7%
LLY vs TDG
+125.9%
+264.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -3.2% | -2.7% | -0.5% | -2.6% |
| 30D | -7.4% | -9.3% | +1.8% | -5.6% |
| 3M | -1.0% | -7.1% | +6.0% | +0.2% |
| 6M | +12.5% | -11.2% | +23.7% | +14.8% |
| YTD | +5.0% | -15.3% | +20.3% | +7.9% |
| 1Y | +49.8% | -12.5% | +62.2% | +52.6% |
| 3Y | +95.5% | +51.2% | +44.3% | +81.9% |
| 5Y | +390.7% | +126.1% | +264.5% | +329.9% |
| All | +390.7% | +125.9% | +264.8% | +329.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling