+2,024.1%
LLY vs TTD
+545.2%
+1,479.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.3% | -1.8% | +1.2% |
| 7D | +1.6% | +19.9% | -18.3% | +0.5% |
| 30D | +21.5% | +27.6% | -6.2% | +19.6% |
| 3M | +16.4% | +15.2% | +1.3% | +15.3% |
| 6M | +51.5% | -33.2% | +84.7% | +54.2% |
| YTD | +33.9% | -59.4% | +93.3% | +40.0% |
| 1Y | +49.1% | -64.4% | +113.5% | +57.0% |
| 3Y | +144.6% | -75.9% | +220.5% | +158.4% |
| 5Y | +466.3% | -82.6% | +548.9% | +493.4% |
| 10Y | +2,024.1% | +558.1% | +1,466.0% | +1,752.7% |
| All | +2,024.1% | +545.2% | +1,479.0% | +1,752.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling