+2,006.3%
LLY vs TTD
+574.0%
+1,432.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +15.5% | -11.2% | +3.3% |
| 7D | +0.1% | +19.0% | -18.9% | -1.0% |
| 30D | +19.7% | +23.6% | -3.9% | +18.1% |
| 3M | +19.3% | +8.2% | +11.1% | +18.5% |
| 6M | +49.3% | -35.3% | +84.7% | +52.3% |
| YTD | +32.0% | -60.7% | +92.7% | +38.3% |
| 1Y | +53.7% | -65.3% | +119.0% | +62.2% |
| 3Y | +143.7% | -80.6% | +224.3% | +160.3% |
| 5Y | +463.9% | -84.6% | +548.5% | +495.2% |
| 10Y | +2,006.3% | +550.5% | +1,455.8% | +1,740.4% |
| All | +2,006.3% | +574.0% | +1,432.3% | +1,740.4% |
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