+110.2%
LLY vs TTD
-81.8%
+192.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.5% | -0.5% |
| 7D | -2.1% | +6.3% | -8.5% | -2.6% |
| 30D | -1.6% | -23.9% | +22.3% | +0.3% |
| 3M | +2.3% | -31.4% | +33.7% | +5.0% |
| 6M | +14.9% | -42.7% | +57.6% | +19.2% |
| YTD | +7.5% | -62.0% | +69.5% | +16.1% |
| 1Y | +55.7% | -72.2% | +127.9% | +73.4% |
| All | +110.2% | -81.8% | +192.0% | +131.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling