+3,354.1%
LLY vs TTMI
+247.6%
+3,106.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.1% | +5.6% | +1.7% |
| 7D | +1.6% | -11.5% | +13.1% | +2.3% |
| 30D | +21.5% | -40.3% | +61.8% | +24.6% |
| 3M | +16.4% | -44.5% | +60.9% | +19.6% |
| 6M | +51.5% | -54.1% | +105.6% | +56.5% |
| YTD | +33.9% | +4.7% | +29.2% | +28.8% |
| 1Y | +49.1% | +3.3% | +45.8% | +43.1% |
| 3Y | +144.6% | +407.2% | -262.6% | +104.5% |
| 5Y | +466.3% | +406.5% | +59.8% | +366.9% |
| 10Y | +2,024.1% | +420.4% | +1,603.8% | +1,606.2% |
| All | +3,354.1% | +247.6% | +3,106.5% | +2,252.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling