+37.6%
LLY vs TT
-16.5%
+54.1%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -0.1% |
| 7D | -4.5% | -2.0% | -2.5% | -5.0% |
| 30D | +13.9% | -14.0% | +27.9% | +9.0% |
| 3M | +13.8% | -15.9% | +29.6% | +8.3% |
| 6M | +37.6% | -17.3% | +54.9% | +29.3% |
| All | +37.6% | -16.5% | +54.1% | +29.3% |
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 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