+2,043.2%
LLY vs TTD
+435.2%
+1,608.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.8% |
| 7D | -4.5% | +5.2% | -9.7% | -4.8% |
| 30D | +13.9% | +6.9% | +7.0% | +13.4% |
| 3M | +13.8% | -26.8% | +40.6% | +15.5% |
| 6M | +37.6% | -46.1% | +83.8% | +41.9% |
| YTD | +26.6% | -65.9% | +92.5% | +33.8% |
| 1Y | +45.3% | -71.8% | +117.2% | +55.3% |
| 3Y | +132.2% | -83.3% | +215.5% | +150.4% |
| 5Y | +434.7% | -81.1% | +515.8% | +455.4% |
| All | +2,043.2% | +435.2% | +1,608.0% | +1,796.3% |
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