+60.7%
TD vs DD
+35.1%
+25.6%
-7.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | -2.6% | -2.9% | +0.3% | -2.1% |
| 30D | -1.0% | -11.5% | +10.5% | +1.2% |
| 3M | +5.6% | -5.4% | +11.0% | +6.7% |
| 6M | +27.1% | -6.9% | +34.0% | +28.3% |
| YTD | +29.4% | +6.9% | +22.5% | +29.4% |
| 1Y | +60.7% | +35.6% | +25.1% | +58.4% |
| All | +60.7% | +35.1% | +25.6% | +58.4% |
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