+14.9%
LLY vs TTD
-42.4%
+57.2%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.5% | -1.0% |
| 7D | -2.1% | +6.3% | -8.5% | -2.0% |
| 30D | -1.6% | -23.9% | +22.3% | -2.0% |
| 3M | +2.3% | -31.4% | +33.7% | +1.0% |
| 6M | +14.9% | -42.7% | +57.6% | +13.8% |
| All | +14.9% | -42.4% | +57.2% | +13.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling