+372.0%
LLY vs TTD
-81.6%
+453.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.5% | -0.7% |
| 7D | -2.1% | +6.3% | -8.5% | -2.5% |
| 30D | -1.6% | -23.9% | +22.3% | -0.5% |
| 3M | +2.3% | -31.4% | +33.7% | +3.9% |
| 6M | +14.9% | -42.7% | +57.6% | +17.4% |
| YTD | +7.5% | -62.0% | +69.5% | +12.3% |
| 1Y | +55.7% | -72.2% | +127.9% | +65.3% |
| 3Y | +110.6% | -81.9% | +192.5% | +124.2% |
| All | +372.0% | -81.6% | +453.6% | +397.5% |
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