+372.0%
LLY vs TTMI
+813.5%
-441.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.8% | -9.7% | -1.0% |
| 7D | -2.1% | +5.9% | -8.0% | -2.2% |
| 30D | -1.6% | -4.3% | +2.7% | -1.6% |
| 3M | +2.3% | -32.0% | +34.3% | +3.3% |
| 6M | +14.9% | +19.5% | -4.6% | +13.1% |
| YTD | +7.5% | +82.0% | -74.6% | +3.6% |
| 1Y | +55.7% | +172.6% | -116.9% | +47.4% |
| 3Y | +110.6% | +744.7% | -634.1% | +86.1% |
| All | +372.0% | +813.5% | -441.5% | +296.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling