+2,671.8%
LLY vs TTMI
+504.4%
+2,167.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.8% | -9.7% | -1.5% |
| 7D | -2.1% | +5.9% | -8.0% | -2.6% |
| 30D | -1.6% | -4.3% | +2.7% | -1.6% |
| 3M | +2.3% | -32.0% | +34.3% | +4.1% |
| 6M | +14.9% | +19.5% | -4.6% | +11.6% |
| YTD | +7.5% | +82.0% | -74.6% | +0.6% |
| 1Y | +55.7% | +172.6% | -116.9% | +40.7% |
| 3Y | +110.6% | +744.7% | -634.1% | +71.7% |
| 5Y | +363.4% | +805.6% | -442.1% | +270.9% |
| 10Y | +1,649.0% | +1,057.6% | +591.4% | +1,241.1% |
| All | +2,671.8% | +504.4% | +2,167.4% | +1,737.2% |
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