+301.1%
TD vs DD
+67.0%
+234.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -2.6% | -2.9% | +0.3% | -1.5% |
| 30D | -1.0% | -11.5% | +10.5% | +3.6% |
| 3M | +5.6% | -5.4% | +11.0% | +7.6% |
| 6M | +27.1% | -6.9% | +34.0% | +29.6% |
| YTD | +29.4% | +6.9% | +22.5% | +24.5% |
| 1Y | +60.7% | +35.6% | +25.1% | +39.8% |
| 3Y | +127.6% | +42.5% | +85.1% | +87.4% |
| 5Y | +125.4% | +58.5% | +66.9% | +72.9% |
| All | +301.1% | +67.0% | +234.0% | +141.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling