+17,561.1%
LLY vs TT
+16,138.6%
+1,422.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | -2.1% | -0.2% | -1.9% | -2.1% |
| 30D | -1.6% | -7.4% | +5.8% | 0.0% |
| 3M | +2.3% | -3.2% | +5.5% | +2.6% |
| 6M | +14.9% | +1.1% | +13.8% | +13.8% |
| YTD | +7.5% | +15.6% | -8.2% | +2.9% |
| 1Y | +55.7% | +9.2% | +46.5% | +50.9% |
| 3Y | +110.6% | +124.4% | -13.8% | +71.1% |
| 5Y | +363.4% | +138.0% | +225.4% | +266.5% |
| 10Y | +1,649.0% | +886.4% | +762.6% | +871.2% |
| All | +17,561.1% | +16,138.6% | +1,422.5% | +4,918.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling