+57.3%
LLY vs TTMI
+9.6%
+47.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -10.1% | +10.7% | +0.2% |
| 7D | +10.1% | -19.2% | +29.2% | +9.2% |
| 30D | +24.0% | -44.9% | +68.9% | +22.4% |
| 3M | +27.3% | -44.7% | +72.0% | +25.8% |
| 6M | +47.0% | -53.4% | +100.4% | +44.8% |
| YTD | +32.6% | +6.3% | +26.2% | +25.1% |
| 1Y | +57.3% | +10.7% | +46.7% | +46.4% |
| All | +57.3% | +9.6% | +47.7% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 1y: compounded portfolio wealth divided by compounded TTMI 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…
1y analysis · Full analysis span regression · 6 months rolling