+1,580.3%
LLY vs TTMI
+1,044.1%
+536.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +4.0% | +0.3% |
| 7D | -3.1% | +7.5% | -10.6% | -3.6% |
| 30D | -8.6% | -4.5% | -4.1% | -8.5% |
| 3M | -1.6% | -28.5% | +26.9% | -0.1% |
| 6M | +11.8% | +28.4% | -16.5% | +7.7% |
| YTD | +5.1% | +80.1% | -75.0% | -2.4% |
| 1Y | +50.7% | +161.0% | -110.3% | +34.5% |
| 3Y | +95.7% | +862.4% | -766.7% | +49.4% |
| 5Y | +390.2% | +812.9% | -422.8% | +267.7% |
| 10Y | +1,580.3% | +1,094.7% | +485.6% | +1,084.9% |
| All | +1,580.3% | +1,044.1% | +536.2% | +1,084.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling