+38.4%
LLY vs TT
-19.6%
+58.1%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.4% | +0.6% | -5.0% |
| 7D | -0.7% | -9.0% | +8.3% | -3.5% |
| 30D | +17.9% | -17.6% | +35.5% | +11.6% |
| 3M | +16.8% | -18.7% | +35.5% | +10.3% |
| 6M | +38.4% | -17.4% | +55.9% | +29.5% |
| All | +38.4% | -19.6% | +58.1% | +29.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling