+483.3%
LLY vs TTD
-84.3%
+567.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.2% |
| 7D | +6.7% | +21.3% | -14.5% | +5.5% |
| 30D | +19.6% | +28.7% | -9.2% | +17.7% |
| 3M | +19.7% | +7.7% | +12.0% | +19.0% |
| 6M | +42.7% | -23.5% | +66.2% | +44.0% |
| YTD | +35.1% | -58.7% | +93.8% | +41.1% |
| 1Y | +42.2% | -63.4% | +105.6% | +49.5% |
| 3Y | +140.8% | -75.3% | +216.1% | +154.6% |
| All | +483.3% | -84.3% | +567.6% | +530.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling