+139.5%
LLY vs TTD
-75.1%
+214.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.6% | -3.3% | +0.1% |
| 7D | +1.4% | +20.8% | -19.4% | -0.2% |
| 30D | +21.5% | +33.8% | -12.3% | +18.6% |
| 3M | +18.5% | +17.8% | +0.6% | +16.6% |
| 6M | +49.1% | -25.7% | +74.8% | +51.1% |
| YTD | +34.4% | -57.9% | +92.3% | +43.0% |
| 1Y | +46.3% | -63.8% | +110.1% | +58.0% |
| All | +139.5% | -75.1% | +214.6% | +157.7% |
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 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