+3,416.9%
LLY vs TDG
+13,063.4%
-9,646.5%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.8% | -1.9% |
| 7D | -3.1% | -0.9% | -2.2% | -2.9% |
| 30D | -5.1% | -6.5% | +1.5% | -3.8% |
| 3M | -2.1% | -5.1% | +3.0% | -1.2% |
| 6M | +13.8% | -11.5% | +25.4% | +16.3% |
| YTD | +5.1% | -13.9% | +19.0% | +7.7% |
| 1Y | +53.1% | -11.5% | +64.6% | +55.8% |
| 3Y | +95.6% | +53.7% | +42.0% | +77.2% |
| 5Y | +361.5% | +135.5% | +226.0% | +277.1% |
| 10Y | +1,545.2% | +535.2% | +1,010.0% | +885.4% |
| All | +3,416.9% | +13,063.4% | -9,646.5% | +835.9% |
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 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