+128.3%
TD vs DD
+47.1%
+81.2%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | +0.9% | -0.6% | +1.5% | +1.0% |
| 30D | -0.7% | -7.4% | +6.8% | +0.9% |
| 3M | +6.3% | -6.4% | +12.7% | +7.6% |
| 6M | +27.9% | -2.5% | +30.4% | +28.1% |
| YTD | +29.8% | +10.2% | +19.6% | +26.8% |
| 1Y | +63.7% | +36.9% | +26.7% | +52.6% |
| 3Y | +128.3% | +47.0% | +81.3% | +108.2% |
| All | +128.3% | +47.1% | +81.2% | +108.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling