+3,305.1%
LLY vs TTMI
+262.5%
+3,042.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +13.3% | -9.0% | +3.4% |
| 7D | +0.1% | -1.6% | +1.7% | 0.0% |
| 30D | +19.7% | -37.7% | +57.5% | +22.5% |
| 3M | +19.3% | -45.1% | +64.3% | +22.6% |
| 6M | +49.3% | -52.1% | +101.5% | +53.8% |
| YTD | +32.0% | +9.2% | +22.8% | +26.7% |
| 1Y | +53.7% | +12.9% | +40.8% | +46.6% |
| 3Y | +143.7% | +445.5% | -301.7% | +102.8% |
| 5Y | +463.9% | +427.9% | +36.0% | +363.7% |
| 10Y | +2,006.3% | +449.9% | +1,556.5% | +1,585.8% |
| All | +3,305.1% | +262.5% | +3,042.6% | +2,212.7% |
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