+4,422.4%
LLY vs TDG
+13,892.6%
-9,470.2%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.0% |
| 7D | +6.7% | +1.7% | +5.0% | +6.4% |
| 30D | +19.6% | +9.7% | +9.9% | +17.3% |
| 3M | +19.7% | -2.3% | +22.0% | +20.2% |
| 6M | +42.7% | +1.3% | +41.4% | +41.9% |
| YTD | +35.1% | -8.5% | +43.6% | +36.7% |
| 1Y | +42.2% | -8.1% | +50.3% | +43.7% |
| 3Y | +140.8% | +43.4% | +97.4% | +121.2% |
| 5Y | +480.6% | +127.8% | +352.8% | +378.4% |
| 10Y | +2,061.9% | +554.4% | +1,507.5% | +1,189.9% |
| All | +4,422.4% | +13,892.6% | -9,470.2% | +1,088.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling