+473.4%
LLY vs TTD
-83.5%
+556.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.5% |
| 7D | +4.6% | +20.8% | -16.2% | +3.4% |
| 30D | +22.4% | +27.1% | -4.8% | +20.6% |
| 3M | +17.1% | +14.7% | +2.5% | +16.0% |
| 6M | +44.6% | -26.8% | +71.5% | +46.3% |
| YTD | +33.5% | -59.2% | +92.7% | +39.4% |
| 1Y | +41.1% | -64.7% | +105.8% | +48.7% |
| 3Y | +143.8% | -75.8% | +219.6% | +158.0% |
| 5Y | +473.4% | -84.6% | +557.9% | +519.2% |
| All | +473.4% | -83.5% | +556.8% | +519.2% |
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