+57.3%
LLY vs TTD
-72.7%
+130.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | +0.6% |
| 7D | +10.1% | +3.7% | +6.4% | +10.0% |
| 30D | +24.0% | +10.4% | +13.6% | +23.8% |
| 3M | +27.3% | -31.6% | +58.9% | +27.3% |
| 6M | +47.0% | -45.1% | +92.1% | +46.3% |
| YTD | +32.6% | -65.1% | +97.7% | +35.7% |
| 1Y | +57.3% | -72.0% | +129.3% | +69.5% |
| All | +57.3% | -72.7% | +130.0% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 TTD 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