+487.3%
TT vs LYFT
-82.9%
+570.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.3% | +7.8% | +0.6% |
| 7D | +1.4% | -14.1% | +15.5% | +3.2% |
| 30D | -6.7% | -13.7% | +7.0% | -5.1% |
| 3M | -5.4% | +7.4% | -12.9% | -6.6% |
| 6M | +4.4% | +8.3% | -3.9% | +2.7% |
| YTD | +14.9% | -23.1% | +38.0% | +17.5% |
| 1Y | +9.3% | -19.0% | +28.2% | +10.3% |
| 3Y | +121.7% | +37.7% | +84.0% | +98.3% |
| 5Y | +148.2% | -70.5% | +218.7% | +161.5% |
| All | +487.3% | -82.9% | +570.3% | +469.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT 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 LYFT 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