+50.7%
LLY vs TTMI
+164.8%
-114.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +4.0% | 0.0% |
| 7D | -3.1% | +7.5% | -10.6% | -3.1% |
| 30D | -8.6% | -4.5% | -4.1% | -8.6% |
| 3M | -1.6% | -28.5% | +26.9% | -1.0% |
| 6M | +11.8% | +28.4% | -16.5% | +9.5% |
| YTD | +5.1% | +80.1% | -75.0% | -0.2% |
| 1Y | +50.7% | +161.0% | -110.3% | +38.1% |
| All | +50.7% | +164.8% | -114.0% | +38.1% |
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