+65.2%
TD vs DD
+41.5%
+23.7%
-7.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.7% | -1.4% |
| 7D | +0.3% | -3.5% | +3.8% | +0.9% |
| 30D | +0.4% | -10.3% | +10.7% | +2.3% |
| 3M | +7.6% | -7.5% | +15.2% | +9.0% |
| 6M | +25.0% | -8.0% | +33.0% | +25.9% |
| YTD | +31.0% | +10.5% | +20.5% | +30.4% |
| 1Y | +65.2% | +38.3% | +26.9% | +62.5% |
| All | +65.2% | +41.5% | +23.7% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling