+57.3%
LLY vs TT
-6.5%
+63.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.5% |
| 7D | +10.1% | -8.5% | +18.5% | +9.7% |
| 30D | +24.0% | -12.8% | +36.9% | +23.6% |
| 3M | +27.3% | -12.9% | +40.2% | +26.9% |
| 6M | +47.0% | -15.2% | +62.2% | +46.5% |
| YTD | +32.6% | +6.2% | +26.4% | +26.1% |
| 1Y | +57.3% | -4.5% | +61.9% | +55.3% |
| All | +57.3% | -6.5% | +63.8% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 1y: compounded portfolio wealth divided by compounded TT 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…
1y analysis · Full analysis span regression · 6 months rolling