+2,024.1%
LLY vs TT
+744.7%
+1,279.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.4% | +1.4% |
| 7D | +1.6% | +0.8% | +0.8% | +1.4% |
| 30D | +21.5% | -11.8% | +33.2% | +24.9% |
| 3M | +16.4% | -11.6% | +28.0% | +19.5% |
| 6M | +51.5% | -9.3% | +60.8% | +53.4% |
| YTD | +33.9% | +8.9% | +25.0% | +28.3% |
| 1Y | +49.1% | -2.2% | +51.3% | +47.2% |
| 3Y | +144.6% | +91.9% | +52.7% | +99.0% |
| 5Y | +466.3% | +136.0% | +330.3% | +326.3% |
| 10Y | +2,024.1% | +734.7% | +1,289.4% | +1,031.3% |
| All | +2,024.1% | +744.7% | +1,279.5% | +1,031.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling